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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| 格式: | Technical Report |
| 語言: | English |
| 出版: |
Chulalongkorn University
2010
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| 主題: | |
| 在線閱讀: | http://cuir.car.chula.ac.th/handle/123456789/12461 |
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| 機構: | Chulalongkorn University |
| 語言: | English |