An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory
- 1 June 1977
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 1 (1) , 3-11
- https://doi.org/10.1016/0378-4266(77)90015-2
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- The Valuation of American Put OptionsThe Journal of Finance, 1977
- Option Pricing: The American PutThe Journal of Business, 1977
- The pricing of equity-linked life insurance policies with an asset value guaranteeJournal of Financial Economics, 1976
- Option pricing: A reviewJournal of Financial Economics, 1976
- On the Pricing of Corporate Debt: The Risk Structure of Interest RatesThe Journal of Finance, 1974
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- The Relationship between Put and Call Option Prices: CommentThe Journal of Finance, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973
- The Valuation of Option Contracts and a Test of Market EfficiencyThe Journal of Finance, 1972