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ISSN
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The SAFEX-JIBAR Market Models
(Articles)
Victor Gumbo
Journal of Mathematical Finance
Vol.2 No.4
，November 29, 2012
DOI:
10.4236/jmf.2012.24035
7,443
Downloads
10,737
Views
Citations
CSA Discounting: Impacts on Pricing and Risk of Commodity Derivatives
(Articles)
R. Abbate
Journal of Financial Risk Management
Vol.3 No.3
，September 29, 2014
DOI:
10.4236/jfrm.2014.33011
13,044
Downloads
15,663
Views
Citations
Fixed Interest Player v/s Floating Interest Player: Tug of War
(Articles)
Naseem Ahamed
Theoretical Economics Letters
Vol.5 No.4
，August 4, 2015
DOI:
10.4236/tel.2015.54055
3,520
Downloads
4,871
Views
Citations
Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model
(Articles)
Charity Wamwea
,
Philip Ngare
,
Martin Le Doux Mbele Bidima
,
Susan Mwelu
Journal of Mathematical Finance
Vol.9 No.4
，October 30, 2019
DOI:
10.4236/jmf.2019.94036
875
Downloads
1,921
Views
Citations
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