Search Results - "Financial Mathematics"

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    Modelling of volatility of stock prices using GARCH models & its importance in portfolio construction by Mtemeri, Tinotenda

    Published 2014
    Subjects: “…Financial Mathematics…”
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    An alternative model for multivariate stable distributions by Jama, Siphamandla

    Published 2014
    Subjects: “…Financial Mathematics…”
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    On the risk measures representation and capital allocation in the Backward Stochastic Differential Equation framework

    Published 2021
    Subjects: “…Financial Mathematics…”
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    Computing the Greeks using the integration by parts formula for the Skorohod integral by Chongo, Ambrose

    Published 2008
    Subjects: “…Financial mathematics…”
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