Systematic risk and deposit insurance pricing : based on market model and option pricing theory
Yaojie Zhang, Benshan Shi
| Year of publication: |
2017
|
|---|---|
| Authors: | Zhang, Yaojie ; Shi, Benshan |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 7.2017, 4, p. 390-406
|
| Subject: | Option pricing | Deposit insurance | Market model | Systematic risk | Optionspreistheorie | Option pricing theory | Einlagensicherung | Risiko | Risk | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/CFRI-12-2016-0133 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011797842