Systematic risk and deposit insurance pricing : based on market model and option pricing theory
Year of publication: |
2017
|
---|---|
Authors: | Zhang, Yaojie ; Shi, Benshan |
Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 7.2017, 4, p. 390-406
|
Subject: | Option pricing | Deposit insurance | Market model | Systematic risk | Optionspreistheorie | Option pricing theory | Einlagensicherung | Risiko | Risk | CAPM |
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