A contingent claim analysis of a regulated depository institution

Author:

Crouhy Michel,Galai Dan

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

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2. Why continue to regulate banks: An historical assessment of Federal banking regulation;Benston;Midland Corporate Finance Journal,1987

3. An approach to the regulation of bank holding companies;Black;Journal of Business,1978

4. The optimal capital structure decision of depository financial intemediaries: A contingent-claim analysis;Chen;Research in Finance,1988

5. A theory of the term structure of interest rates;Cox;Econometrica,1985

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