Browsing by Author "Muller, Grant E."
Now showing items 1-1 of 1
-
An optimal portfolio and capital management strategy for basel III compliant commercial banks
Muller, Grant E.; Witbooi, Peter J. (Hindawi Publishing Corporation, 2014)We model a Basel III compliant commercial bank that operates in a financial market consisting of a treasury security, a marketable security, and a loan and we regard the interest rate in the market as being stochastic. We ...