An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory

Keywords

LoanSubsidiaryDeposit insuranceLiabilityEconomicsActuarial scienceBusinessCorporationFinance

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Publication Info

Year: 1977
Type: article
Volume: 1
Issue: 1
Pages: 3-11
Citations: 1928
Access: Closed

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APA Style

                            
                                    Robert C. Merton
                                
                            (1977). 
                            An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory. 
                            Journal of Banking & Finance
                            , 1
                            (1)
                            , 3-11.
                            https://doi.org/10.1016/0378-4266(77)90015-2

Identifiers

DOI: 10.1016/0378-4266(77)90015-2