Bank loan pricing and profitability and their connections with Basel II and the subprime mortgage crisis / B.A. Tau
A topical issue in financial economics is the development of appropriate stochastic dynamic models for banking items and behavior. The issue here is to fulfil the need to generalize the more traditional discrete-time models of banking activity to a Levy process setting. In this thesis, under the ass...
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North-West University
2010
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| Online Access: | http://hdl.handle.net/10394/2870 |