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。
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.
出处
《运筹与管理》
CSCD
2005年第6期113-115,112,共4页
Operations Research and Management Science
关键词
信息不对称
信贷配给
期权定价
逆向选择
asymmetric information
credit rationing
options pricing
adverse selection
