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Erschienen in:
2000 | OriginalPaper | Buchkapitel
Risk-based Capital for Financial Institutions
verfasst von : Phelim P. Boyle
Erschienen in: Financial Risk in Insurance
Verlag: Springer Berlin Heidelberg
Enthalten in: Professional Book Archive
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The issue of risk-based capital for financial institutions is of considerable current interest. We discuss how the option pricing paradigm provides a theoretical framework for the analysis of this topic. The modern approach to option pricing which was inspired by the seminal work of Black and Scholes has revolutionized our approach to both the theory and practice of many aspects of investment finance and corporate finance.