Risk-based deposit insurance : an application to Thailand
This paper investigates the application of option pricing to calculate the premium of deposit insurance in Thailand during 1992-1996 period. In addition to applying the traditional Black-Scholes model, the barrier model of Boyle and Lee (1994) is examined. The barrier model takes the management (own...
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| Format: | Technical Report |
| Language: | English |
| Published: |
Chulalongkorn University
2010
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| Online Access: | http://cuir.car.chula.ac.th/handle/123456789/12461 |
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| Institution: | Chulalongkorn University |
| Language: | English |