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Article information
2008 , Volume 13, Special issue, p.71-76
Livshits K.I., Panina Y.V.
The control of bank's capital by changing of percent rates
Influence of the interest rates for credits and deposits on variations of the bank's capital gains is investigated. Equations determining the optimal interest rates for the bank's capital gain maximization at a fixed moment of time have been derived.
[full text]
Keywords: Poisson flow, Pontryagin principle of maximum, optimal percent Rates
Author(s):
Livshits Klimentiy Isaakovich
Dr. , Professor
Position: Professor
Address: Russia, Tomsk
Phone Office: (3822) 52 95 99
E-mail: kim47@mail.ru
Panina Yuliya Vladimirovna
Position: Student
Address: Russia, Tomsk
Phone Office: (3822) 52 95 99
E-mail: oldjul@mail.ru
Bibliography link:
Livshits K.I., Panina Y.V. The control of bank's capital by changing of percent rates // Computational technologies. 2008. V. 13. Special issue 5. P. 71-76
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