THE VALUATION OF FDIC DEPOSIT INSURANCE USING OPTION-PRICING ESTIMATES

被引:133
作者
MARCUS, AJ
SHAKED, I
机构
关键词
D O I
10.2307/1992183
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:446 / 460
页数:15
相关论文
共 30 条
[1]   APPROACH TO REGULATION OF BANK-HOLDING COMPANIES [J].
BLACK, F ;
MILLER, MH ;
POSNER, RA .
JOURNAL OF BUSINESS, 1978, 51 (03) :379-412
[2]   PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].
BLACK, F ;
SCHOLES, M .
JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :637-654
[3]  
CLARK CT, 1969, STATISTICAL METHODS
[4]  
Cochran W.G, 1957, STAT METHODS, V6th ed
[5]   PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS [J].
FAMA, EF ;
ROLL, R .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (334) :331-338
[6]  
FAMA EF, 1976, F FINANCE PORTFOLIO
[7]  
*FED DEP INS CORP, 1983, DEP INS CHANG ENV
[8]  
*FED DEP INS CORP, 1981, 1980 ANN REP
[9]   STOCK RETURNS AND THE WEEKEND EFFECT [J].
FRENCH, KR .
JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (01) :55-69
[10]  
FRIEDMAN BM, 1975, J BANK RES, V6, P208