Andere Kunden interessierten sich auch für
![Modeling and forecasting Daily stock Returns of GT Bank Nigeria plc]( "Modeling and forecasting Daily stock Returns of GT Bank Nigeria plc")
Modeling and forecasting Daily stock Returns of GT Bank Nigeria plc36,99 €![Kreditwesengesetz]( "Kreditwesengesetz")
Kreditwesengesetz54,99 €![Random Walks and Physical Fields]( "Random Walks and Physical Fields")
Random Walks and Physical Fields103,99 €![Forging Connections between Computational Mathematics and Computational Geometry]( "Forging Connections between Computational Mathematics and Computational Geometry")
Forging Connections between Computational Mathematics and Computational Geometry37,99 €![Dynamic Stochastic Optimization with Applications in Finance]( "Dynamic Stochastic Optimization with Applications in Finance")
Dynamic Stochastic Optimization with Applications in Finance32,99 €![PROGRESSIVE INTERVAL CENSORING SAMPLES WITH RANDOM REMOVAL]( "PROGRESSIVE INTERVAL CENSORING SAMPLES WITH RANDOM REMOVAL")
PROGRESSIVE INTERVAL CENSORING SAMPLES WITH RANDOM REMOVAL32,99 €![Child Mortality Risk Factors with associated Socio-economic Inequality]( "Child Mortality Risk Factors with associated Socio-economic Inequality")
Child Mortality Risk Factors with associated Socio-economic Inequality32,99 €
In keeping with the main theme of this thesis, we simulate the financial indices ROE and ROA that are two measures of bank profitability. We further discuss optimization with power utility where we show the convergence of the Markov Chain Approximation Method (MCAM) and the impact of varying the model parameters in the form of loan loss severity, and loan loss frequency. We investigate the connections between the banking models and Basel II capital accord as well as the current sub-prime mortgage crises. As way of conclusion, we provide remarks about the main issues discussed in the thesis and speculate about future research directions.