Interest-Rate Models - Articles - Scientific Research Publishing

Comparison of Growth of Overall GDP on Three Sectors of the Ghanaian Economy: A Time Series Analysis from 2001-2020 (Articles)

Bismark Owusu-Sekyere Adu

American Journal of Industrial and Business Management Vol.11 No.9, September 23, 2021

DOI: 10.4236/ajibm.2021.119061 537 Downloads 3,160 Views Citations
Market Risks Management and Performance of Deposit Money Banks in Nigeria: The Challenges of 4^th Industrial Revolution (Articles)

Hope Ifeoma Orjinta, Enaibre Felix Ighosewe

Modern Economy Vol.13 No.11, November 30, 2022

DOI: 10.4236/me.2022.1311081 386 Downloads 1,931 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 998 Views Citations
A Comment on Reis (Articles)

Kenji Miyazaki

Theoretical Economics Letters Vol.1 No.3, November 3, 2011

DOI: 10.4236/tel.2011.13019 5,979 Downloads 10,608 Views Citations
European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates (Articles)

Sarisa Pinkham, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3, November 25, 2011

DOI: 10.4236/jmf.2011.13013 5,189 Downloads 11,695 Views Citations
Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model (Articles)

Ruili Hao, Yonghui Liu, Shoubai Wang

Journal of Mathematical Finance Vol.4 No.1, January 10, 2014

DOI: 10.4236/jmf.2014.41002 5,092 Downloads 8,314 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Implementation of Stochastic Yield Curve Duration and Portfolio Immunization Strategies (Articles)

Sindre Duedahl

Journal of Mathematical Finance Vol.6 No.3, August 24, 2016

DOI: 10.4236/jmf.2016.63032 2,036 Downloads 3,350 Views Citations
Managing Real Estate Exposure: An Empirical Analysis on Interest Rate Risk (Articles)

Cem Berk

Journal of Financial Risk Management Vol.6 No.3, August 16, 2017

DOI: 10.4236/jfrm.2017.63019 2,068 Downloads 5,505 Views Citations
Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model (Articles)

K. N. C. Njoku, Bright O. Osu, Edikan E. Akpanibah, Rosemary N. Ujumadu

Journal of Mathematical Finance Vol.7 No.4, October 25, 2017

DOI: 10.4236/jmf.2017.74043 1,084 Downloads 2,500 Views Citations
Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities (Articles)

Nguyen Quang Chung

Journal of Mathematical Finance Vol.7 No.4, November 29, 2017

DOI: 10.4236/jmf.2017.74053 1,097 Downloads 2,523 Views Citations
The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate (Articles)

Xin Zhang, Huisheng Shu, Xiu Kan, Yingyi Fang, Zhiwei Zheng

Journal of Mathematical Finance Vol.8 No.1, January 29, 2018

DOI: 10.4236/jmf.2018.81004 1,566 Downloads 4,196 Views Citations
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.8 No.1, February 28, 2018

DOI: 10.4236/jmf.2018.81013 1,214 Downloads 3,115 Views Citations
An Assessment of the Market Risk Solvency Capital Requirement Simplifications for Insurance Undertakings (Articles)

Thomas Poufinas, Panagiota Tsitsika

Theoretical Economics Letters Vol.8 No.11, August 15, 2018

DOI: 10.4236/tel.2018.811153 1,670 Downloads 7,534 Views Citations
Crude Oil Prices: An Asset Class Analysis on Monetary Policy, Currency Exchange Rate and Nifty 500 with Respect to the Indian Economy (Articles)

Sunny Oswal, Kushagra Goel

Theoretical Economics Letters Vol.9 No.7, October 24, 2019

DOI: 10.4236/tel.2019.97168 1,034 Downloads 3,807 Views Citations
Determinants of Exchange Rate: Vector Error Correction Method (VECM). Case of Yemen (Articles)

Ghassan Al-Masbhi, Yulan Du

Open Journal of Social Sciences Vol.9 No.8, August 4, 2021

DOI: 10.4236/jss.2021.98005 807 Downloads 4,852 Views Citations
Money and Economic Growth Revisited: A Note (Articles)

Eric Kam, John Smithin

Theoretical Economics Letters Vol.12 No.1, January 6, 2022

DOI: 10.4236/tel.2022.121001 349 Downloads 1,479 Views Citations
Capital Market Development and Economic Growth in Nigeria (Articles)

Bamishe Omotayo Olusegun, Owolabi Sunday Ajao

Open Access Library Journal Vol.11 No.2, February 29, 2024

DOI: 10.4236/oalib.1110891 390 Downloads 3,313 Views Citations
Cyclical Consumption, Real Interest Rate Deviations and Output Gaps in a Large Emerging Economy: Expected and Unexpected Responses under Different Regimes (Articles)

Ricardo Ramalhete Moreira

Modern Economy Vol.15 No.5, May 11, 2024

DOI: 10.4236/me.2024.155025 207 Downloads 877 Views Citations
Impact of Selected Macroeconomic Variables on Economic Growth in Nigeria (Articles)

Olajide S. Oladipo, Nuhu Ado, Fausat M. Alesinloye, Wasiu A. Yusuf

Open Journal of Social Sciences Vol.12 No.11, November 15, 2024

DOI: 10.4236/jss.2024.1211013 187 Downloads 1,363 Views Citations
Term Structure of Defaultable Bonds with Recovery of Market Value (Articles)

Ruidong Wang, Xiyue Tan, Jianping Fu

Journal of Mathematical Finance Vol.15 No.3, August 8, 2025

DOI: 10.4236/jmf.2025.153022 90 Downloads 471 Views Citations

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