-
1
-
-
85015692260
-
The pricing of options and corporate liabilities
-
Black, F. and M. Scholes, 1973, The pricing of options and corporate liabilities, Journal of Political Economy 81, 637-659.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 637-659
-
-
Black, F.1
Scholes, M.2
-
2
-
-
33847554918
-
The valuation of options for alternative stochastic processes
-
Cox, J.C. and S.A. Ross, 1976, The valuation of options for alternative stochastic processes, Journal of Financial Economics 3, 145-160.
-
(1976)
Journal of Financial Economics
, vol.3
, pp. 145-160
-
-
Cox, J.C.1
Ross, S.A.2
-
3
-
-
0011418043
-
-
Manuscript
-
Epps, T.W., Pulley, L.B. and D.B. Humphrey, 1993, Reforming deposit insurance: The equivalence of risk-based premiums, risk-based capital, and 'narrow' banking, Manuscript.
-
(1993)
Reforming Deposit Insurance: The Equivalence of Risk-based Premiums, Risk-based Capital, and 'Narrow' Banking
-
-
Epps, T.W.1
Pulley, L.B.2
Humphrey, D.B.3
-
4
-
-
0000208602
-
Market valuation of bank assets and deposit insurance in Canada
-
Giammarino, R., Schwartz, E. and J. Zechner, 1989, Market valuation of bank assets and deposit insurance in Canada, Canadian Journal of Economics 22, 109-127.
-
(1989)
Canadian Journal of Economics
, vol.22
, pp. 109-127
-
-
Giammarino, R.1
Schwartz, E.2
Zechner, J.3
-
5
-
-
84977730717
-
Pricing options with extendable maturities: Analysis and applications
-
Longstaff, F.A., 1990, Pricing options with extendable maturities: Analysis and applications, Journal of Finance 45, 935-958.
-
(1990)
Journal of Finance
, vol.45
, pp. 935-958
-
-
Longstaff, F.A.1
-
6
-
-
0001757958
-
A simple approach to better deposit insurance pricing
-
Kendall, S.B. and M.E. Levonian, 1991, A simple approach to better deposit insurance pricing, Journal of Banking and Finance 15, 999-1018.
-
(1991)
Journal of Banking and Finance
, vol.15
, pp. 999-1018
-
-
Kendall, S.B.1
Levonian, M.E.2
-
7
-
-
0001493392
-
Deregulation and bank financial policy
-
Marcus, A.J., 1984, Deregulation and bank financial policy, Journal of Banking and Finance 8, 557-656.
-
(1984)
Journal of Banking and Finance
, vol.8
, pp. 557-656
-
-
Marcus, A.J.1
-
8
-
-
0000915244
-
The valuation of FDIC deposit insurance using option-pricing estimates
-
Marcus, A.J. and I. Shaked, 1984, The valuation of FDIC deposit insurance using option-pricing estimates, Journal of Money, Credit, and Banking 16 part 1, 446-460.
-
(1984)
Journal of Money, Credit, and Banking
, vol.16
, Issue.1 PART
, pp. 446-460
-
-
Marcus, A.J.1
Shaked, I.2
-
9
-
-
49449127434
-
An analytic derivation of the cost of deposit insurance and loan guarantees
-
Merton, R.C., 1977, An analytic derivation of the cost of deposit insurance and loan guarantees, Journal of Banking and Finance 1, 3-11.
-
(1977)
Journal of Banking and Finance
, vol.1
, pp. 3-11
-
-
Merton, R.C.1
-
10
-
-
0000525103
-
On the cost of deposit insurance when there are surveillance costs
-
Merton, R.C., 1978, On the cost of deposit insurance when there are surveillance costs, Journal of Business 51, 439-452.
-
(1978)
Journal of Business
, vol.51
, pp. 439-452
-
-
Merton, R.C.1
-
11
-
-
38249037293
-
Alternative forms of deposit insurance
-
Pennacchi, G.G., 1987a, Alternative forms of deposit insurance, Journal of Banking and Finance 11, 291-312.
-
(1987)
Journal of Banking and Finance
, vol.11
, pp. 291-312
-
-
Pennacchi, G.G.1
-
12
-
-
0001703693
-
A reexamination of the over-(or under-) pricing of deposit insurance
-
Pennacchi, G.G., 1987b, A reexamination of the over-(or under-) pricing of deposit insurance, Journal of Money, Credit, and Banking 19, 340-360.
-
(1987)
Journal of Money, Credit, and Banking
, vol.19
, pp. 340-360
-
-
Pennacchi, G.G.1
-
13
-
-
85029982843
-
-
Manuscript, Office of Management and Budget
-
Redburn, F.S., Cooperstein, R.L. and G.G. Pennacchi, 1992, The aggregate cost of deposit insurance: A multiperiod analysis, Manuscript, Office of Management and Budget.
-
(1992)
The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis
-
-
Redburn, F.S.1
Cooperstein, R.L.2
Pennacchi, G.G.3
-
14
-
-
0000539910
-
Pricing risk-adjusted deposit insurance: An option-based model
-
Ronn, E.I. and A.K. Verma, 1986, Pricing risk-adjusted deposit insurance: An option-based model, Journal of Finance 41, 871-895.
-
(1986)
Journal of Finance
, vol.41
, pp. 871-895
-
-
Ronn, E.I.1
Verma, A.K.2
-
15
-
-
38249025804
-
Risk-based capital adequacy standards for a sample of 43 major banks
-
Ronn, E.I. and A.K. Verma, 1989, Risk-based capital adequacy standards for a sample of 43 major banks, Journal of Banking and Finance 13, 21-29.
-
(1989)
Journal of Banking and Finance
, vol.13
, pp. 21-29
-
-
Ronn, E.I.1
Verma, A.K.2
-
16
-
-
0004095889
-
-
Department of the Treasury, Washington, DC, February
-
U.S. Government, 1991, Modernizing the financial system: Recommendations for safer, more competitive banks, Department of the Treasury, Washington, DC, February.
-
(1991)
Modernizing the Financial System: Recommendations for Safer, More Competitive Banks
-
-
-
17
-
-
85029974130
-
-
Tuesday, March 10
-
U.S. Government, 1992, The Federal Register, 57, No. 47 (Tuesday, March 10) p. 8425.
-
(1992)
The Federal Register
, vol.57
, Issue.47
, pp. 8425
-
-
|