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Valuation of loan guarantees

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  • Jones, E. Philip
  • Mason, Scott P.

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Suggested Citation

  • Jones, E. Philip & Mason, Scott P., 1980. "Valuation of loan guarantees," Journal of Banking & Finance, Elsevier, vol. 4(1), pages 89-107, March.
    • Handle: RePEc:eee:jbfina:v:4:y:1980:i:1:p:89-107
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    Citations

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    Cited by:

    1. Chang, Chuang-Chang & Chung, San-Lin & Yu, Min-Teh, 2006. "Loan guarantee portfolios and joint loan guarantees with stochastic interest rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(1), pages 16-35, February.
    2. repec:zbw:bofrdp:1993_016 is not listed on IDEAS
    3. Dahl, Bruce L. & Wilson, William W. & Gustafson, Cole R., 1999. "Option Values For Provisions In Export Credit Guarantees," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(2), pages 1-19, December.
    4. Emmanuel O. Eyo & Merrian A. Nwaogu & Michael E. Agenson, 2020. "Agricultural Credit Guarantee in Nigeria and the Uncertainties of the Macroeconomic Environment," International Journal of Economics and Financial Issues, Econjournals, vol. 10(2), pages 20-29.
    5. Murto, Risto & Eirola, Timo, 1993. "Risky debt, bad bank and government," Research Discussion Papers 16/1993, Bank of Finland.
    6. Sercu, P., 1991. "Bond options and bond portfolio insurance," Insurance: Mathematics and Economics, Elsevier, vol. 10(3), pages 203-230, December.
    7. Murto, Risto & Eirola, Timo, 1993. "Risky debt, bad bank and government," Bank of Finland Research Discussion Papers 16/1993, Bank of Finland.
    8. Jacky C. So & Rakesh Bharati & Susan Crain, 2001. "Risk-Taking, Agency Problem, and Small Business Loan Guarantee: An Application of Option Pricing Theory," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 6(1), pages 24-43, Spring.
    9. Dahl, Bruce L. & Wilson, William W. & Gustafson, Cole R., 1995. "Valuing Option Provisions for Export Credit Guarantees," Agricultural Economics Reports 23269, North Dakota State University, Department of Agribusiness and Applied Economics.
    10. Francesc Llerena-Garrés, 2000. "Una nota sobre valoración de opciones americanas y arbitraje," Investigaciones Economicas, Fundación SEPI, vol. 24(1), pages 207-218, January.

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