• Assets Valuation Using a Contingent Claim 

      Were, J.; Ongati, Omolo; Nyakinda, Joseph Otula (International Journal of Science and Research (IJSR), 2017-02)
      In this paper we consider the price dynamics of a portfolio consisting of risk-free and risky assets. The paper discusses the pricing process of a contingent claim, the pricing equation and the risk-neutral valuation under ...