A Game Theory Analysis of Options Contributions to the Theory of Financial Intermediation in Continuous Time
Modem option pricing theory was developed in the late sixties and early seventies by F. Black, R. C. Merton and M. Scholes as an analytical tool for pricing and hedging option contracts and over-the-counter warrants. However, already in the seminal paper by Black and Scholes, the applicability of th...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
1999, 1999
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| Edition: | 1st ed. 1999 |
| Series: | Lecture Notes in Economics and Mathematical Systems
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 1. Methodological Issues
- 2. Credit and Collateral
- 3. Endogenous Bankruptcy and Capital Structure
- 4. Junior Debt
- 5. Bank Runs
- 6. Deposit Insurance
- 7. Summary and Conclusions
- Table of Symbols
- References