Market Pricing of Deposit Insurance
Year of publication: |
2003
|
---|---|
Authors: | Duffie, Darrell ; Jarrow, Robert ; Purnanandam, Amiyatosh ; Yang, Wei |
Published in: |
Journal of Financial Services Research. - Springer, ISSN 0920-8550. - Vol. 24.2003, 2, p. 93-119
|
Publisher: |
Springer |
Subject: | Deposit insurance pricing | risk-neutral default probability | bank failure |
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