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題名:貸款保證組合之研究
書刊名:中國財務學刊
作者:張傳章 引用關係巫昆忠林忠機 引用關係
作者(外文):Chang, Chuang-changWu, Kung-chungLin, Chung-gee
出版日期:2000
卷期:8:1
頁次:頁67-100
主題關鍵詞:貸款保證選擇權訂價法違約機率隨機利率Loan guaranteeOption approachDefault probabilityStochastic interest rate
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:13
期刊論文
1.Lai, Van Son、Gendron, Michel M.(1994)。On financial guarantee insurance under stochastic interest rates。The Geneva Papers on Risk and Insurance Theory,19(2),119-137。  new window
2.Johnson, Herb、Stulz, Rene(1987)。The Pricing of Options with Default Risk。Journal of Finance,42(2),267-280。  new window
3.Duan, Jin Chuan、Yu, Min Teh(1994)。Forbearance and Pricing Deposit Insurance in a Multiperiod Framework。Journal of Risk and Insurance,61(4),575-591。  new window
4.Cox, J. C.、Ingersoll, J. E.、Ross, S. A.(1985)。A Theory of the Term Structure of Interest Rate。Econometrica,53(2),385-408。  new window
5.Merton, Robert C.(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。  new window
6.Chan, Kalok C.、Karolyi, George Andrew、Longstaff, Francis A.、Sanders, Anthony B.(1992)。An Empirical Comparison of Alternative Models of the Short-term Interest Rate。Journal of Finance,47(3),1209-1227。  new window
7.Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science,4(1),141-183。  new window
8.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
9.Merton, Robert C.(1974)。On the pricing of corporate debt: The risk structure of interest rate。Journal of Finance,29(2),449-470。  new window
10.Chen, Andrew H.、Mazumdar, Sumon C.(1996)。Long guarantees and the Optimal Financing and Investment Policies of Multinational Corporations。Research in Finance,Supplement(2),81-104。  new window
11.Chen, R.、Scott, R.(1992)。Pricing Interest Rate Options in a Two-Factor Cox-Ingersoll-Ross Model of Term Structure。Review of Financial Studies,1209-1227。  new window
12.Lai, V. S.(1992)。An Analysis of Private Loan Guarantee。Journal of Financial Services Research,6,267-280。  new window
13.Lai, V. S.(1995)。On the Valuation of Private Guarantees: Wealth Effects and Government Insurance Protection。Research in Finance,12,141-181。  new window
14.Merton, R. C.、Bodie, Z.(1992)。On the Management of Financial Guarantees。Financial Management,21(4),87-109。  new window
15.Quigley, J. M.、Rubinfeld, D. L.(1991)。Private Guarantees for Municipal Bonds: Evidence From the Aftermarket。National Tax Journal,44,29-39。  new window
16.Selby, M. J. P.、Franks, J. R.、Karki, J. P.(1993)。Loan Guarantees, Wealth Transfers and Incentives to Invest。Journal of Fixed Income,3,58-65。  new window
17.Sosin, H. B.(1980)。On the Valuation of Federal Loan Guarantees to Corporations。The Journal of Finance,35,1209-1221。  new window
18.Stulz, R.、Johnson, H.(1985)。An Analysis of Secured Debt。Journal of Financial Economics,14(4),501-522。  new window
圖書
1.Hull, J. C.(2000)。Options, Futures, and Other Derivatives。Prentice-Hall。  new window
其他
1.Lai, V. S.,Yu, M. T.(1999)。An Accurate Analysis of Vulnerable Loan Guarantees,沒有紀錄。  new window
 
 
 
 
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