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VALUING AND ACCOUNTING FOR LOAN GUARANTEES
13 references·8 citing·23 second hop
VALUING AND ACCOUNTING FOR LOAN GUARANTEES (1996)VALUING AND ACCOUNTING FOR LOAN GUARANTEESTheory of rational option pricing (2005)Theory of rational option pri…The Value of Pension Benefit Guaranty Corporation Insurance (1994)The Value of Pension Benefit …On the Management of Financial Guarantees (1992)On the Management of Financia…Options, Futures, and Other Derivative Securities. (1990)Options, Futures, and Other D…The Pricing of Options on Assets with Stochastic Volatilities (1987)The Pricing of Options on Ass…Alternative forms of deposit insurance (1987)Alternative forms of deposit …A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance (1987)A Reexamination of the Over- …Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model (1986)Pricing Risk‐Adjusted Deposit…An analytic valuation formula for unprotected American call options on stocks with known dividends (1977)An analytic valuation formula…The valuation of options for alternative stochastic processes (1976)The valuation of options for …Option pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Infrastructure financing with project bond and credit default swap under public-private partnerships (2017)Infrastructure financing with…Selecting BOT/PPP Infrastructure Projects for Government Guarantee Portfolio under Conditions of Budget and Risk in the Indonesian Context (2010)Selecting BOT/PPP Infrastruct…Managing Risk (2004)Managing RiskInvesting in Human Capital: A Capital Markets Approach to Student Funding (2004)Investing in Human Capital: A…External Debt Statistics. Guide for Compilers and Users (2004)External Debt Statistics. Gui…Future Possibilities in Finance Theory and Finance Practice (2002)Future Possibilities in Finan…Risk management of contingent liabilities within a sovereign asset-liability framework (2000)Risk management of contingent…Dealing with Public Risk in Private Infrastructure (1998)Dealing with Public Risk in P…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Option pricing: A simplified approach (1979)Theory of Rational Option Pricing (1973)Anticipated information releases reflected in call option prices (1979)Standard deviations implied in option prices as predictors of future stock price variability (1981)Valuation of American call options on dividend-paying stocks (1982)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)5 Stochastic volatility (1996)Statistical aspects of ARCH and stochastic volatility (1996)Monte Carlo methods for security pricing (1997)Determinants of deposit-insurance adoption and design (2008)Deposit insurance and bank risk-taking: Evidence from internal loan ratings (2009)Stabilizing Large Financial Institutions with Contingent Capital Certificates (2009)An equilibrium characterization of the term structure (1977)Measuring and Testing the Impact of News on Volatility (1993)Introductory Econometrics for Finance (2008)The Value of Waiting to Invest (1982)Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Market discipline and deposit insurance (2004)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
  • 1976The valuation of options for alternative stochastic processes2,935 cited
  • 1990Options, Futures, and Other Derivative Securities.1,227 cited
  • 1986Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model709 cited
  • 1977An analytic valuation formula for unprotected American call options on stocks with known dividends378 cited
  • 1987A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance220 cited
  • 1992On the Management of Financial Guarantees192 cited
  • 1987Alternative forms of deposit insurance119 cited
  • 1994The Value of Pension Benefit Guaranty Corporation Insurance82 cited

Cited by

  • 2004Investing in Human Capital: A Capital Markets Approach to Student Funding84 cited
  • 1998Dealing with Public Risk in Private Infrastructure

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57 cited
  • 2004External Debt Statistics. Guide for Compilers and Users55 cited
  • 2017Infrastructure financing with project bond and credit default swap under public-private partnerships54 cited
  • 2010Selecting BOT/PPP Infrastructure Projects for Government Guarantee Portfolio under Conditions of Budget and Risk in the Indonesian Context50 cited
  • 2002Future Possibilities in Finance Theory and Finance Practice47 cited
  • 2000Risk management of contingent liabilities within a sovereign asset-liability framework33 cited
  • 2004Managing Risk12 cited