Publications
Publications
  • June 1977
  • Article
  • Journal of Banking & Finance

An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees : An Application of Modern Option Pricing Theory

By: Robert C. Merton
  • Format:Print
  • | Pages:9
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Keywords

Cost; Insurance; Financing and Loans; Price; Theory

Citation

Merton, Robert C. "An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees : An Application of Modern Option Pricing Theory." Journal of Banking & Finance 1 (June 1977): 3–11.

About The Author

Robert C. Merton

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