A Contingent Claim Approach to Bank Valuation

A Contingent Claim Approach to Bank Valuation

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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
 
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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
 
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