Predicting Financial Distress in a High-Stress Financial World : The Role of Option Prices as Bank Risk Metrics
Year of publication: |
2010
|
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Authors: | Coffinet, Jerome ; Pop, Adrian ; Tiesset, Muriel |
Publisher: |
[S.l.] : SSRN |
Subject: | Bankrisiko | Bank risk | Insolvenz | Insolvency | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Volatilität | Volatility |
Extent: | 1 Online-Ressource (37 p) |
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Series: | Banque de France Working Paper ; No. 311 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1730090 [DOI] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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