Banking regulations: An examination of the failure of African Bank using Merton’s structural model

South African Journal of Science

Leon B. Sanderson¹  Dawie C.J. de Jongh¹  Eben Maré² 

[1] Centre for Business Mathematics and Informatics, University of the North-West, Potchefstroom, South Africa;Department of Mathematics and Applied Mathematics, University of Pretoria, Pretoria, South Africa;

关键词: Merton model;    distance-todefault;    financial health;    analysis;    put option;   

DOI  :  10.17159/sajs.2017/a0216

来源: DOAJ

【 授权许可】

Unknown