An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees: An Application of Modern Option Pricing Theory

2019 World Scientific Publishing Company eBooks 25 citations

Keywords

LoanActuarial scienceDeposit insuranceMathematical economicsEconomicsEconometricsMathematicsFinance

Affiliated Institutions

Related Publications

Publication Info

Year
2019
Type
book-chapter
Pages
3-12
Citations
25
Access
Closed

External Links

Social Impact

Social media, news, blog, policy document mentions

Citation Metrics

25
OpenAlex

Cite This

Robert C. Merton (2019). An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees: An Application of Modern Option Pricing Theory. World Scientific Publishing Company eBooks , 3-12. https://doi.org/10.1142/9789814759618_0001

Identifiers

DOI
10.1142/9789814759618_0001