[Skip to Content]
    • Covenant University
  • About Us
  • Admissions
  • Colleges
  • Library
  • News
  • Research
  • Covenant Journals
  • Covenant Documents
  • Conferences 2020
  • OER
  • Alumni
  • ICAI 2020
  • My Account
  • Webmail
  • Profiles
A Contingent Claim Approach to Bank Valuation
  • Home
  • »
  • Profiles
  • »
  • OWOLOKO Alfred Enahoro
  • »
  • A Contingent Claim Approach to Bank Valuation

A Contingent Claim Approach to Bank Valuation

~ 6e16ee4b5419629d646fe38dd4886126.200x200
In this paper, the model formulated incorporated stochastic variables such as bank loans and deposits as well as some deterministic variables: cash available, depreciation, capital expenditure, tax and costs, comprising variable costs and fixed costs. This paper assumes that the dynamics of bank loans and deposits at time t follow a geometric Brownian motion, therefore, it satisfies...
 
Published at Journal of Mathematical Finance
Volume 4
Issue 4
Pages 234-244
Published in 2014
 
Download 2.52 MB
 
visit (http://dx.doi.org/10.4236/jmf.2014.44020)
 
 
Owoloko, E.A., Omoregbe, N.A. and Okedoye, M.A.
OWOLOKO Alfred Enahoro » Owoloko Enahoro Alfred, holds a Diploma in Mathematics Education, B.Sc., M.Sc. (Industrial Mathematics) and Master of Business Admistration (M.B.A) all from the University of Benin, Benin City and Ph.D Industrial Mathematics from Covenant University, Ota, Nigeria. His Ph.D thesis was supervised by Prof. G.O.S. Ekhaguere of the University of Ibadan. His research interest include among others ... view full profile
OWOLOKO Alfred      Enahoro
 
Other publications by this author (view profile)
 
 
Investigating the Imperfection of the B – S Model: A Case Study of an Emerging Stock Market
 
Numerical Solutions of Nonlinear Biochemical Model Using a Hybrid Numerical-Analytical Technique
 
The Effect of Fixed and Random Models in the in the Interpretation of Biological Data
 
Analytical Solution of the Schwartz - Moon Growth Option Model Revisited
 
On the Application of the Open Jackson Queuing Network
 
Correspondence Analysis of the Global Epidemiology of Cutaneous and Visceral Leishmaniasis.
 
On the Motivations and Challenges Faced by Commuters Using Bus Rapid Transit in Lagos, Nigeria
 
On the Application of the Open Jackson Queuing Network
 
Performance rating of the transmuted exponential distribution: an analytical approach
 
Numerical Solutions of Nonlinear Biochemical Model Using a Hybrid Numerical- Analytical Technique
 
Correspondence Analysis of the Global Epidemiology of Cutaneous and Visceral Leishmaniasis
 
Analytical Solutions of the Black–Scholes Pricing Model for European Option Valuation via a Projected Differential Transformation Method
 
Analytical Solution of the Schwartz - Moon Growth Option Model Revisited
 
Enhancing the Movement of People and Goods in A Potential World Class University using Transportation Model
 
Maximizing Procedures Covering Conduct of Examination in a Potential World Class University using Operational Research Technique
 
Parameter Estimation of Local Volatility in Currency Option Valuation
 
On A New Weighted Exponential Distribution: Theory and Application
 
He’s Polynomials for Analytical Solutions of the Black-Scholes Pricing Model for Stock Option Valuation
 
EFFECT OF GEOMETRY ON THE ANALYSIS OF THERMAL
 
Optimal advert placement slot – using the knapsack problem model
 
COMPACT FINITE DIFFERENCE SCHEMES FOR
 
A one-way dissection of high-order compact scheme
 
Viscous Dissipation Effect on Flow through a Horizontal Porous
 
A Regular Perturbation Analysis Of The Non-Linear Contaminant Transport Equation
 
A note on transient convection with chemical reaction and radiative heat
 
Analytical Solution of the Extended Schwartz and Moon (2000, 2001) Growth Option Model
 
A Neural-CBR System for Real Property Valuation
 
WHEN TO SELL OR HOLD A STOCK: EMPIRICAL EVIDENCE FROM AN EMERGING MARKET
  •  
     
  • ©2021 Covenant University | Sitemap | Contact Us
    •  
    •  
    •  
    •  
    •  
    •  
    •