Default probability of a captive credit bank with government capital injections : a capped barrier option approach
Chuen-Ping Chang
| Year of publication: |
2012
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|---|---|
| Authors: | Chang, Chuen-ping |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 6, p. 2444-2450
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| Subject: | Capped barrier option | Floorplan financing | Captive bank | Government capital injection | Default probability | Kreditrisiko | Credit risk | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | EU-Staaten | EU countries | Basler Akkord | Basel Accord | Kreditgeschäft | Bank lending | Bankenregulierung | Bank regulation | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009673700