Interest-Rate Market - 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 423 Downloads 2,573 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 164 Downloads 655 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 5,767 Downloads 10,081 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 4,957 Downloads 11,219 Views Citations
Inference for Interest Rate Models Using Milstein’s Approximation (Articles)

Theodoro Koulis, Aera Thavaneswaran

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

DOI: 10.4236/jmf.2013.31010 3,681 Downloads 7,315 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 4,897 Downloads 7,825 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Interest-Rate Modeling Conundrums (Articles)

Peter C. L. Lin

Journal of Mathematical Finance Vol.4 No.5，November 26, 2014

DOI: 10.4236/jmf.2014.45030 4,169 Downloads 5,223 Views Citations
Predicting Bank Interests When Monetary Rates Are Close to Zero (Articles)

Laura Parisi, Igor Gianfrancesco, Camillo Giliberto, Paolo Giudici

Applied Mathematics Vol.7 No.1，January 11, 2016

DOI: 10.4236/am.2016.71001 4,592 Downloads 5,548 Views Citations
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 1,912 Downloads 2,991 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 1,918 Downloads 4,927 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 972 Downloads 2,058 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 977 Downloads 2,037 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 1,451 Downloads 3,703 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 1,064 Downloads 2,622 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 860 Downloads 2,929 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 654 Downloads 3,968 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 265 Downloads 1,068 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 129 Downloads 487 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 65 Downloads 445 Views Citations
Will the EU Policy of the Increasing Interest Rate Be Able to Reduce Inflation? Do We Need Keynes to Win the Battle against the 2023-2029 Continuing Depression? (Articles)

Alexandros M. Goulielmos

Modern Economy Vol.14 No.9，September 18, 2023

DOI: 10.4236/me.2023.149063 121 Downloads 518 Views Citations

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