Deposit guarantee schemes: the option pricing approach to determine the fair premium
Di Biase, Ignazio (A.A. 2008/2009) Deposit guarantee schemes: the option pricing approach to determine the fair premium. Tesi di Laurea in Matematica finanziaria, LUISS Guido Carli, relatore Gabriella Foschini, pp. 82. [Bachelor's Degree Thesis]
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Abstract/Index
Deposit insurance schemes. The Black-Scholes-Merton model: a market approach to determine the deposit insurance premium. Deposit insurance pricing models.
References
Bibliografia: pp. 73-80.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Business Administration (17) |
| Chair: | Matematica finanziaria |
| Thesis Supervisor: | Foschini, Gabriella |
| Academic Year: | 2008/2009 |
| Session: | Autumn |
| Uncontrolled Keywords: | Deposit insurance. |
| Deposited by: | Maria Teresa Nisticò |
| Date Deposited: | 14 May 2010 14:15 |
| Last Modified: | 20 Nov 2018 08:45 |
| URI: | https://tesi.luiss.it/id/eprint/61 |
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