Browsing PAUSTI by Subject "Pricing"

Browsing PAUSTI by Subject "Pricing"

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  • Okemwa, Phillip Akuma (JKUAT-PAUSTI, 2018-02-12)
    This study set out to price rainfall derivatives based on rainfall at a particular location in Kenya over a given period. We employ a Markovian-Gamma model to model the rainfall process. In addition, its parameters are ...
  • Wirtu, Teferi Dereje (JKUAT, 2018-06-27)
    Derivative securities, when used correctly, can help investors to increase theirs expected returns and minimize theirs exposure to risk. Options o er in uence and insurance for risk-averse investors. The pricing problems ...

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