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Sensitivity Analysis of Variance Gamma Parameters for Interest Rate Derivatives

Sensitivity Analysis of Variance Gamma Parameters for Interest Rate Derivatives

by Udoye, Adaobi M, Akinola, Lukman S, Annorzie, Maurice N, Yakubu, Yisa
Published in IAENG international journal of applied mathematics (01.06.2022)

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Journal Article

Interest Rate Modelling in the Presence of Discontinuities and its Sensitivities

Interest Rate Modelling in the Presence of Discontinuities and its Sensitivities

by Udoye, Adaobi M., Ogbaji, Eka O., Akinola, Lukman S., Annorzie, Maurice N.
Published in Annals of science and technology (01.06.2021)

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Journal Article