期刊論文
| 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 | en_US |
| ISSN | 1881-803X |
| 期刊性質 | 國外 |
| 收錄於 | EI |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | JPN |
| 公開徵稿 | |
| 出版型式 | ,電子版,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/96178 ) |