Bank loan pricing, profitability and their connections with Basil II

By Aaron Tau

In keeping with the main theme of this thesis, we simulate the financial indices ROE and ROA that are two measures of bank profitability. We further discuss optimization with power utility where we... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 363936323X
• ISBN13: 9783639363234
• Release Date: July 2011
• Publisher: VDM Verlag
• Length: 184 Pages
• Weight: 0.61 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"