Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord.
Fouche, C.H., Mukuddem-Petersen, J., Petersen, M.A., Senosi, M.C. (2008)
Discrete Dynamics in Nature and Society
Similarity:
Displaying similar documents to “Subprime risk and insurance with regret.”
Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord.
Financial Claims and Product Market Competition: an Explanation for Permitting Banks to Hold Equity in Firms
Shin-Heng Pao, Jyh-Horng Lin (2008)
The Yugoslav Journal of Operations Research
Similarity:
A method of determining risk zones of investment in real estate
L. Ustinovichius, V. Podvezko, R. Ginevicius (2006)
Control and Cybernetics
Similarity:
Liquidity Management and Futures Hedging Under Deposit Insurance: an Option-Based Analysis
Jyh-Horng Lin, Chuen-Ping Chang (2004)
The Yugoslav Journal of Operations Research
Similarity:
Risk-Based Decision Making and Risk Management of European Union Regional Programs
Evangelos Michalopoulos, Andreas C. Georgiou, Konstantinos Paparrizos (2008)
The Yugoslav Journal of Operations Research
Similarity:
Evaluating Total Operational Value and Associated Risks of Financial Holding Companies in Taiwan
Li-Hui Chen (2010)
The Yugoslav Journal of Operations Research
Similarity:
Computational exploration of the biological basis of Black-Scholes expected utility function.
Bhattacharya, Sukanto, Kumar, Kuldeep (2007)
Journal of Applied Mathematics and Decision Sciences
Similarity:
On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile.
Jandačka, Martin, Ševčovič, Daniel (2005)
Journal of Applied Mathematics
Similarity:
Discrete analysis of portfolio selection with optimal stopping time.
Liang, Jianfeng (2009)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Portfolio selection to achieve a target beta
Thomas H. McInish, Joel N. Morse, Erwin M. Saniga (1984)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
Maximizing banking profit on a random time interval.
Mukuddem-Petersen, J., Petersen, M.A., Schoeman, I.M., Tau, B.A. (2007)
Journal of Applied Mathematics
Similarity:
Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values
P.-L. Lions, J.-M. Lasry (2007)
Annales de l'I.H.P. Analyse non linéaire
Similarity:
Generation of predictive price and trading volume patterns in a model of dynamically evolving free market supply and demand.
Wang, J.K. (2001)
Discrete Dynamics in Nature and Society
Similarity: