Browsing PAUSTI by Subject "Volatility"

Browsing PAUSTI by Subject "Volatility"

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  • Discrete-Time Markov Chains for a Multivariate Stochastic Autoregressive Volatility 
    Laure, NGASSIMA Fanny (JKUAT, 2018-06-28)
    Modelling and Forecasting volatility is one of the fundamental areas of research in Financial Mathematics, and thus has been the focus of many researchers; also, financial markets are known to be far from deterministic but ...
  • Pricing Lookback Option under Stochastic Volatility 
    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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