A binomial model of Geithner's toxic asset plan
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References listed on IDEAS
- Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters,in: Theory Of Valuation, chapter 8, pages 229-288 World Scientific Publishing Co. Pte. Ltd..
- Linus Wilson, 2011. "Troubling Research on Troubled Assets: Charles Zheng on the U.S. Toxic Asset Auction Plan," Econ Journal Watch, Econ Journal Watch, vol. 8(1), pages 33-38, January.
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- Linus Wilson, 2010. "Slicing the toxic pizza, an analysis of FDIC's Legacy Loans Program for receivership assets," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 3(3), pages 300-309.
More about this item
KeywordsBailout Banking CMBS CDOs EESA Emergency Economic Stabilization Act Lending Legacy Loans Program Legacy Securities Program Mortgages Public-Private Investment Partnership PPIP TALF Term Asset-Backed Securities Loan Troubled Asset Relief Program (TARP) RMBS Too-big-to-fail Toxic assets Zombie banks;
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