Geoffrey Evatt

School of Mathematics, University of Manchester

Lecturer in Applied Mathematics

United Kingdom

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Scholarly Papers (1)

1.

Capital Ideas: Optimal Capital Reserve Strategies for a Bank and Its Regulator

Number of pages: 36 Posted: 28 Aug 2012 Last Revised: 28 Sep 2020
University of Technology Sydney (UTS) - UTS Business School, University of Manchester, School of Mathematics, University of Manchester and University of Manchester
Downloads 277 (143,536)

Abstract:

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capital requirements, banking, real options, optimal control