Browsing Philosophiae Doctor - PhD (Mathematics) by Author "van Schalkwyk, Garth"
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Mathematical models for optimal management of bank capital, reserves and liquidity
van Schalkwyk, Garth (University of the Western Cape, 2019)The aim of this study is to construct and propose continuous-time mathematical models for optimal management of bank capital, reserves and liquidity. This aim emanates from the global financial crisis of 2007 − 2009. In ...