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1 101/1 國企系 蔡政言 教授 期刊論文 發佈 A barrier option framework for optimal bank interest margin with vendor financing , [101-1] :A barrier option framework for optimal bank interest margin with vendor financing期刊論文A barrier option framework for optimal bank interest margin with vendor financingTsai, Jeng-Yan; Jou, Rosemary; Hung, Wei-Ming淡江大學國際企業學系bank interest margin;vendor financing;barrier optionKumamoto: ICIC InternationalICIC Express Letters 6(10), pp.2481-2486This 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.tku_id: 000115311;Submitted by 數位組工讀生 (deer+std@mail.tku.edu.tw) on 2014-03-05T08:00:41Z No. of bitstreams: 0;Made available in DSpace on 2014-03-05T08:00:42Z (
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