| 均衡信贷配给的期权定价分析 |
| |
| 引用本文： | 方世建,刘俊,王俊生.均衡信贷配给的期权定价分析[J].运筹与管理,2005,14(6):113-115,112. |
| |
| 作者姓名： | 方世建 刘俊 王俊生 |
| |
| 作者单位： | 中国科学技术大学,商学院,安徽,合肥,230026 |
| |
| 摘 要： | 本文基于期权定价的视角分析信贷配给，以一条全新的思路阐释均衡信贷配给的成因及特征，并试图得出些许启示。
|
| 关 键 词： | 信息不对称 信贷配给 期权定价 逆向选择 |
| 文章编号： | 1007-3221（2005）06-0113-03 |
| 收稿时间： | 02 28 2005 12:00AM |
| 修稿时间： | 2005-02-28 |
Options Pricing Analysis of Equilibrium Credit Rationing |
| |
| FANG Shi-jian,LIU Jun,WANG Jun-sheng.Options Pricing Analysis of Equilibrium Credit Rationing[J].Operations Research and Management Science,2005,14(6):113-115,112. |
| |
| Authors: | FANG Shi-jian LIU Jun WANG Jun-sheng |
| |
| Institution: | Business School, University of Science and Technology of China, Hefei 230026, China |
| |
| Abstract: | Fhis paper analyzes equilibrium credit rationing with the method of options pricing, explains why credit rationing exists and its characteristics in a new way, and tries to get some revelation. |
| |
| Keywords: | asymmetric information credit rationing options pricing adverse selection |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
