Stochastic Interest Rates - Articles - Scientific Research Publishing

Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models (Articles)

Ghulam Sorwar, Sharif Mozumder

Applied Mathematics Vol.1 No.1, June 2, 2010

DOI: 10.4236/am.2010.11006 5,771 Downloads 10,536 Views Citations
Optimal Investment Strategy under Stochastic Interest Rates (Articles)

Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye

Journal of Mathematical Finance Vol.7 No.2, May 19, 2017

DOI: 10.4236/jmf.2017.72017 1,854 Downloads 3,425 Views Citations
The Effects of Negative Nominal Rates on the Pricing of American Calls: Some Theoretical and Numerical Insights (Articles)

Alessia Cafferata, Pier Giuseppe Giribone, Marina Resta

Modern Economy Vol.8 No.7, July 13, 2017

DOI: 10.4236/me.2017.87061 2,495 Downloads 4,541 Views Citations
This article belongs to the Special Issue on Financial Investment
Yield Curve and the Business Cycle in Conventional Times (Articles)

Roman Šustek

Journal of Mathematical Finance Vol.14 No.1, February 27, 2024

DOI: 10.4236/jmf.2024.141004 268 Downloads 1,155 Views Citations
Inventories, Interest Rates, and Markups (Articles)

David G. Bivin

Theoretical Economics Letters Vol.1 No.2, August 16, 2011

DOI: 10.4236/tel.2011.12010 4,864 Downloads 10,192 Views Citations
Call and Put Option Pricing with Discrete Linear Investment Strategy (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.12 No.1, January 29, 2022

DOI: 10.4236/jmf.2022.121005 391 Downloads 1,693 Views Citations
The Impact of Commodity Prices, Interest Rate and Exchange Rate on Stock Market Performance: Evidence from Zambia (Articles)

Nsama Musawa, Clement Mwaanga

Journal of Financial Risk Management Vol.6 No.3, September 22, 2017

DOI: 10.4236/jfrm.2017.63022 3,266 Downloads 7,633 Views Citations
The Behavior of the Components of M3 in the Euro Area: 1999-2014 (Articles)

Carlos Pateiro- Rodríguez, Esther Barros- Campello, Laura Varela Candamio, Carlos Pateiro- López

Open Journal of Business and Management Vol.4 No.4, August 25, 2016

DOI: 10.4236/ojbm.2016.44062 1,964 Downloads 3,529 Views Citations
Interest Rate and Some of Its Applications (Articles)

Hamdin Ahmed Alafif

Journal of Applied Mathematics and Physics Vol.11 No.6, June 14, 2023

DOI: 10.4236/jamp.2023.116102 972 Downloads 11,299 Views Citations
Models of the Short Interest Rate in Discrete Processes (Articles)

Naoyuki Ishimura, Bold Javkhlan, MasaAki Nakamura, Zheng Wei

Open Journal of Applied Sciences Vol.3 No.1B1, July 11, 2013

DOI: 10.4236/ojapps.2013.31B1003 4,828 Downloads 6,553 Views Citations
The Effectiveness of the ECB Announcement Channel (Articles)

Ahmed Hachicha, Afif Masmoudi

Applied Mathematics Vol.5 No.6, April 8, 2014

DOI: 10.4236/am.2014.56097 3,569 Downloads 5,260 Views Citations
Two Main Conditions for Collapse of the Bubble Economy of China—Large Number of Unsold Houses and Deregulation of Deposit Interest Rates (Articles)

Goro Takahashi

Journal of Financial Risk Management Vol.4 No.1, March 27, 2015

DOI: 10.4236/jfrm.2015.41005 5,336 Downloads 7,042 Views Citations
The Influence of Macroeconomic Environment on Australian Household Debt: An Application of Dynamic OLS (Articles)

Xianming Meng

Open Journal of Social Sciences Vol.4 No.11, November 29, 2016

DOI: 10.4236/jss.2016.411001 1,763 Downloads 3,383 Views Citations
A Research on Eurozone Bond Market and Determinants of Sovereign Bond Yields (Articles)

Navjeet Gill

Journal of Financial Risk Management Vol.7 No.2, June 25, 2018

DOI: 10.4236/jfrm.2018.72012 2,062 Downloads 5,448 Views Citations
A Study of the Factors Affecting Small and Medium Enterprises (SMEs) Access to Finance. A Case of Lusaka Based SMEs (Articles)

Tiyezye Chilembo

American Journal of Industrial and Business Management Vol.11 No.5, May 18, 2021

DOI: 10.4236/ajibm.2021.115028 2,556 Downloads 25,875 Views Citations
Analysis of Chinese Short-Term International Capital Flow Capital Motivation (Articles)

Feng Qiu

Modern Economy Vol.10 No.3, March 29, 2019

DOI: 10.4236/me.2019.103071 1,044 Downloads 2,281 Views Citations
Determinants of Bank Lending Interest Rates in Tanzania (Articles)

Wilfred E. Mbowe, Aristedes Mrema, Sia Shayo

American Journal of Industrial and Business Management Vol.10 No.7, July 23, 2020

DOI: 10.4236/ajibm.2020.107081 2,145 Downloads 6,640 Views Citations
Management of a Complex Portfolio of Assets with Stochastic Drifts and Volatilities (Articles)

Wendkouni Yaméogo, Korotimi Ouédraogo, Diakarya Barro

Open Journal of Statistics Vol.12 No.6, December 30, 2022

DOI: 10.4236/ojs.2022.126047 235 Downloads 997 Views Citations
Risk-Sensitive Asset Management under a Wishart Autoregressive Factor Model (Articles)

Hiroaki Hata, Jun Sekine

Journal of Mathematical Finance Vol.3 No.1A, March 29, 2013

DOI: 10.4236/jmf.2013.31A021 4,971 Downloads 8,753 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction
Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates (Articles)

Boris Ter-Avanesov, Gunter Meissner

Applied Mathematics Vol.16 No.1, January 27, 2025

DOI: 10.4236/am.2025.161005 89 Downloads 747 Views Citations

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