Importance of the Contingent Claims Analysis in Detecting Banking Risks: Evidence from the Greek Bank Crisis
Authors
Constantinos Kyriakopoulos
Department of Mathematics, National and Kapodistrian University of Athens, Athens, Greece
Alexandros Koulis
Department of Regional Development, Ionian University, Corfu, Greece
Gerasimos Varvounis
Business Mathematics, Interdisciplinary Postgraduate Program, National and Kapodistrian University of Athens, Athens, Greece
DOI: https://doi.org/10.2478/jcbtp-2023-0014 | Journal eISSN: 2336-9205
Language: English
Page range: 63 - 82
Submitted on: Dec 4, 2021
Accepted on: Jan 19, 2022
Published on: May 24, 2023
Published by: Central Bank of Montenegro
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
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© 2023 Constantinos Kyriakopoulos, Alexandros Koulis, Gerasimos Varvounis, published by Central Bank of Montenegro
This work is licensed under the Creative Commons Attribution 4.0 License.