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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/96178


    Title: A barrier option framework for optimal bank interest margin with vendor financing
    Authors: Tsai, Jeng-Yan;Jou, Rosemary;Hung, Wei-Ming
    Contributors: 淡江大學國際企業學系
    Keywords: bank interest margin;vendor financing;barrier option
    Date: 2012-10
    Issue Date: 2014-03-05 16:00:42 (UTC+8)
    Publisher: Kumamoto: ICIC International
    Abstract: 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.
    Relation: ICIC Express Letters 6(10), pp.2481-2486
    Appears in Collections:[國際企業學系暨研究所] 期刊論文

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