教師資料查詢 | 類別: 期刊論文 | 教師: 蔡政言 Tsai Jeng-yan (瀏覽個人網頁)

標題:A barrier option framework for optimal bank interest margin with vendor financing
學年101
學期1
出版(發表)日期2012/10/01
作品名稱A barrier option framework for optimal bank interest margin with vendor financing
作品名稱(其他語言)
著者Tsai, Jeng-Yan; Jou, Rosemary; Hung, Wei-Ming
單位淡江大學國際企業學系
出版者Kumamoto: ICIC International
著錄名稱、卷期、頁數ICIC Express Letters 6(10), pp.2481-2486
摘要This paper examines the optimal bank interest margin for a barrier option model, in which a bank provides vendor financing for a borrowing firm in order to unload its distressed loans. The vendor finance program is tailored by an option that includes the borrowed amount, the discount rate, and swap transaction for unloading distressed loans. We find that the bank interest margin is positively related to the loaned amount, to the discounted rate, and to the swap transaction amount.
關鍵字bank interest margin;vendor financing;barrier option
語言英文(美國)
ISSN1881-803X
期刊性質國外
收錄於EI;
產學合作
通訊作者
審稿制度
國別日本
公開徵稿
出版型式,電子版,紙本
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