Crashes and Collateralized Lending
收藏NBER2011-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w17422
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资源简介：
This paper develops a parsimonious static model for characterizing financing terms in collateralized lending markets. We characterize the systematic risk exposures for a variety of securities and develop a simple indifference-pricing framework to value the systematic crash risk exposure of the
提供机构：
美国国家经济研究局
创建时间：
2011-09-01
