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A Logistic Nonlinear Black-Scholes-Merton Partial Differential Equation: European Option
(International Journal of Research - GRANTHAALAYAH, 2018-06-30)
Nonlinear Black-Scholes equations provide more accurate values by taking into account more realistic assumptions, such as transaction costs, illiquid markets, risks from an unprotected portfolio or large investor's ...
Metacognitive Monitoring as Predictor of Mathematics Achievement among Students in Public Secondary Schools in Kenya
(International Journal of Psychology and Behavioral Sciences, 2019)
This study investigated metacognitive monitoring as a predictor of mathematics achievement among students in public secondary schools in Kisii Central Sub County, Kenya. The study was guided by the Social Development Theory ...
Logistic Black-Scholes-Merton Partial Differential Equation: A Case of Stochastic Volatility
(International Journal of Scientific Engineering and Research (IJSER), 2018)
Real world systems have been created using differential equations, this has made it possible to predict future trends and behaviour. Specifically, stochastic differential equations have been fundamental in describing and ...
Relationship between Goal-Setting and Mathematics Achievement among Students in Public Secondary Schools in Kenya
(International Journal of Advanced and Multidisciplinary Social Science, 2019)
The purpose of this study was to investigate selected goal-setting as a predictor of mathematics performance among students in public secondary schools in Kisii Central Sub-County, Kenya. The study was guided by the Social ...
Probability of Default Estimation for Commercial Lenders in Developing Economies: Creditworthiness of Consumer Borrower
(Global Scientific Journals, 2019-06)
The Business of advancing credits is gradually becoming a major target for many banks, as a result there is high competition among the financial institutions leading to default of most credits. In order to raise the quality ...
Invasive Species Population Status Modeling Using Stage Based Matrix: Mount Elgon Ecosystem
(Mathematical Theory and Modeling, 2019)
The matrix models have been applied to evaluate the impacts and management of tree species. Modeling of invasive species using stage based matrix methods has not been exploited to understand the population structure of the ...
Assets Valuation Using a Contingent Claim
(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 ...