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

  • Leon B. Sanderson Centre for Business Mathematics and Informatics, University of the North-West, Potchefstroom, South Africa
  • Eben Maré Department of Mathematics and Applied Mathematics, University of Pretoria, Pretoria, South Africa
  • Dawie C.J. de Jongh Centre for Business Mathematics and Informatics, University of the North-West, Potchefstroom, South Africa
Keywords: Merton model, distance-todefault, financial health, analysis, put option
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Published
2017-07-31