Ngare, Philip: search on Z-Library

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1

Pricing Basket Weather Derivatives on Rainfall and Temperature Processes

Dzupire, Nelson Christopher, Ngare, Philip, Odongo, Leo

Journal:

International Journal of Financial Studies

Year:

2019

File:

PDF, 275 KB

2019

2

On Modelling and Pricing Rainfall Derivatives with Seasonality

Leobacher, Gunther, Ngare, Philip

Journal:

Applied Mathematical Finance

Year:

2011

Language:

english

File:

PDF, 203 KB

english, 2011

3

EXPANSION FORMULAS FOR EUROPEAN QUANTO OPTIONS IN A LOCAL VOLATILITY FX-LIBOR MODEL

HOK, JULIEN, NGARE, PHILIP, PAPAPANTOLEON, ANTONIS

Journal:

International Journal of Theoretical and Applied Finance

Year:

2018

Language:

english

File:

PDF, 606 KB

english, 2018

4

A Multicurve Cross-Currency LIBOR Market Model

Wamwea, Charity, Ngare, Philip, Mbele Bidima, Martin Le Doux

Journal:

Journal of Applied Mathematics

Year:

2019

File:

PDF, 1.93 MB

2019

5

Probabilistic forecasting of crop yields via quantile random forest and Epanechnikov Kernel function

Gyamerah, Samuel Asante, Ngare, Philip, Ikpe, Dennis

Journal:

Agricultural and Forest Meteorology

Year:

2020

File:

PDF, 2.87 MB

2020

6

Dynamic Credit Quality Evaluation with Social Network Data

Sewe, Stanley, Ngare, Philip, Weke, Patrick

Journal:

Journal of Applied Mathematics

Year:

2019

File:

PDF, 2.42 MB

2019

7

Multi-asset option pricing using an information-based model

Ikamari, Cynthia, Ngare, Philip, Weke, Patrick

Journal:

Scientific African

Year:

2020

File:

PDF, 721 KB

2020

8

A Poisson-Gamma Model for Zero Inflated Rainfall Data

Dzupire, Nelson Christopher, Ngare, Philip, Odongo, Leo

Journal:

Journal of Probability and Statistics

Year:

2018

Language:

english

File:

PDF, 1.72 MB

english, 2018

9

A Poisson Gamma Model for Zero Inflated Rainfall Data

Dzupire, Nelson, Ngare, Philip, Odongo, Leo

Journal:

SSRN Electronic Journal

Year:

2018

File:

PDF, 322 KB

2018

10

A Poisson Gamma Model for Zero Inflated Rainfall Data

Dzupire, Nelson, Ngare, Philip, Odongo, Leo

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 322 KB

english, 2018

11

A copula based bi-variate model for temperature and rainfall processes

Dzupire, Nelson Christopher, Ngare, Philip, Odongo, Leo

Journal:

Scientific African

Year:

2020

File:

PDF, 1.33 MB

2020

12

Utility indifference pricing of derivatives written on industrial loss indices

Leobacher, Gunther, Ngare, Philip

Journal:

Journal of Computational and Applied Mathematics

Year:

2016

Language:

english

File:

PDF, 489 KB

english, 2016

13

Optimal control governed by stochastic elliptic equations with regular states

Affognon, Steeven Belvinos, Ngare, Philip, Degla, Guy

Journal:

Applied Mathematical Sciences

Year:

2019

Language:

english

File:

PDF, 211 KB

english, 2019

14

Dynamic Credit Quality Evaluation with Social Network Data

Sewe, Stanley, Ngare, Philip, Weke, Patrick

Journal:

Journal of Applied Mathematics

Year:

2019

Language:

english

File:

PDF, 2.42 MB

english, 2019

15

Pricing interest rate caps and floors under the Pearson-Sun interest rate model

Ghaniyyu, Abubakari Abdul, Ngare, Philip, Mung'atu, Joseph

Journal:

Applied Mathematical Sciences

Year:

2018

Language:

english

File:

PDF, 753 KB

english, 2018

16

[IEEE 2019 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - Shenzhen, China (2019.5.4-2019.5.5)] 2019 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - On Stock Market Movement Prediction Via Stacking Ensemble Learning Method

Gyamerah, Samuel Asante, Ngare, Philip, Ikpe, Dennis

Year:

2019

Language:

english

File:

PDF, 32 KB

english, 2019

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