Interest Rate Risk Models - Articles - Scientific Research Publishing

Survival Modelling for Credit Risk Assessment in Microfinance Lending: Estimating Time-to-Default and Probability of Default (Articles)

Shelmith Wanjiru Nderi, Samuel Mwalili, Damaris Mulwa

Open Journal of Statistics Vol.16 No.3, May 8, 2026

DOI: 10.4236/ojs.2026.163008 42 Downloads 284 Views Citations
Maximum Quasi-likelihood Estimation in Fractional Levy Stochastic Volatility Model (Articles)

Jaya Prakasah Narayan Bishwal

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13008 5,721 Downloads 10,687 Views Citations
The Markovian Regime-Switching Risk Model with Constant Dividend Barrier under Absolute Ruin (Articles)

Wenguang Yu, Yujuan Huang

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13011 4,739 Downloads 9,161 Views Citations
The Volatilization of Pollutants from Soil and Groundwater: Its Importance in Assessing Risk for Human Health for a Real Contaminated Site (Articles)

Pamela Morra, Laura Leonardelli, Gigliola Spadoni

Journal of Environmental Protection Vol.2 No.9, November 2, 2011

DOI: 10.4236/jep.2011.29137 7,241 Downloads 12,431 Views Citations
VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models (Articles)

Alessandro Ramponi

Journal of Mathematical Finance Vol.3 No.1, February 28, 2013

DOI: 10.4236/jmf.2013.31009 5,910 Downloads 10,485 Views Citations
Value-at-Risk Based on Time-Varying Risk Tolerance Level (Articles)

Debasish Majumder

Theoretical Economics Letters Vol.8 No.1, January 29, 2018

DOI: 10.4236/tel.2018.81007 1,014 Downloads 2,443 Views Citations
This article belongs to the Special Issue on Financial Economics
A Regime Switching Model for the Term Structure of Credit Risk Spreads (Articles)

Seungmook Choi, Michael D. Marcozzi

Journal of Mathematical Finance Vol.5 No.1, February 13, 2015

DOI: 10.4236/jmf.2015.51005 3,478 Downloads 5,460 Views Citations
Placental Abruption in the Obstetrics and Gynecology Service of Regional Hospital Center of Ouahigouya: Epidemiological, Clinical Ant and Therapeutic Aspects about 89 Cases Collected from 1^st January 2013 to 31^st December 2015 (Articles)

Issa Ouédraogo, Yobi Alexis Sawadogo, Dantola Paul Kain, Hyacinthe Zamane, Sansan Rodrigue Sib, Sibraogo Kiemtore, Adama Ouattara, Ali Ouédraogo, Justin Payirwendé Yao, Blandine Thieba, Jean Lankoandé

Open Journal of Obstetrics and Gynecology Vol.7 No.1, January 10, 2017

DOI: 10.4236/ojog.2017.71010 1,617 Downloads 3,084 Views Citations
Organ at Risk Doses during High Dose Rate Intracavitary Brachytherapy for Cervical Cancer: A Dosimetric Study (Articles)

N. V. Vinin, Joneetha Jones, V. T. Ajas, Geetha Muttath, C. A. Suja, E. K. Nabeel Yahiya, P. N. Shoaib Nawaz, Arun P. Narendran, P. Shimjith

International Journal of Medical Physics, Clinical Engineering and Radiation Oncology Vol.7 No.4, October 12, 2018

DOI: 10.4236/ijmpcero.2018.74040 1,284 Downloads 3,619 Views Citations
Stroke in Young Adults: Experience at Abakaliki South East Nigeria (Articles)

Chukwuemeka O. Eze, Uma A. Kalu, Godsent C. Isiguzo

World Journal of Neuroscience Vol.9 No.4, September 12, 2019

DOI: 10.4236/wjns.2019.94015 844 Downloads 2,825 Views Citations
Health Risk Assessment of Compost-Amended Soils (Articles)

Hamidatu S. Darimani, Ryusei Ito

Journal of Agricultural Chemistry and Environment Vol.9 No.2, May 7, 2020

DOI: 10.4236/jacen.2020.92006 645 Downloads 1,792 Views Citations
Study of Volatility Stochastic Processes in the Context of Solvency Forecasting for Sri Lankan Life Insurers (Articles)

Ashika Mendis

Open Journal of Statistics Vol.11 No.1, January 20, 2021

DOI: 10.4236/ojs.2021.111004 1,016 Downloads 4,379 Views Citations
This article belongs to the Special Issue on Statistical Modeling and Analysis
SWAT Model Prediction of Phosphorus Loading in a South Carolina Karst Watershed with a Downstream Embayment (Articles)

Devendra M. Amatya, Manoj K. Jha, Thomas M. Williams, Amy E. Edwards, Daniel R. Hitchcock

Journal of Environmental Protection Vol.4 No.7A, July 17, 2013

DOI: 10.4236/jep.2013.47A010 5,757 Downloads 8,551 Views Citations
This article belongs to the Special Issue on Water Pollution and Water Quality
On the Asymptotics of Stochastic Restrictions (Articles)

José A. Hernández

Theoretical Economics Letters Vol.6 No.4, August 3, 2016

DOI: 10.4236/tel.2016.64075 2,046 Downloads 3,041 Views Citations
This article belongs to the Special Issue on Advances in Econometrics
Application of Different Models for the Prediction of the Kinetics of Direct Reduction of Natural Iron Ores (Articles)

Abraham J. B. Muwanguzi, Aliaksandr Alevanau, Joseph K. Byaruhanga

Geomaterials Vol.7 No.4, October 25, 2017

DOI: 10.4236/gm.2017.74009 1,788 Downloads 3,892 Views Citations
Unravelling the Cipher of Indian Rupee’s Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models (Articles)

Shalini Talwar, Aparna Bhat

Theoretical Economics Letters Vol.8 No.6, April 23, 2018

DOI: 10.4236/tel.2018.86079 889 Downloads 2,197 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony W. Gichuhi

Journal of Mathematical Finance Vol.8 No.2, May 31, 2018

DOI: 10.4236/jmf.2018.82029 1,438 Downloads 3,560 Views Citations
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony G. Waititu

Journal of Mathematical Finance Vol.7 No.4, November 2, 2017

DOI: 10.4236/jmf.2017.74045 2,414 Downloads 8,864 Views Citations
Assessing the Risks of Trading Strategies Using Acceptability Indices (Articles)

Masimba E. Sonono, Hopolang P. Mashele

Journal of Mathematical Finance Vol.3 No.4, November 27, 2013

DOI: 10.4236/jmf.2013.34049 3,681 Downloads 6,156 Views Citations
A General Criterion of Choice, with Discussion of Borch Paradox (Articles)

Benito V. Frosini

Theoretical Economics Letters Vol.4 No.8, October 22, 2014

DOI: 10.4236/tel.2014.48087 2,368 Downloads 3,546 Views Citations

First <...567 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies