Prof. MWANIKI JOSEPH IVIVI

BSc, MSc, PhD, (Nairobi) (Financial mathematics )


University of Nairobi, Chiromo Campus
Riverside Drive, 30197-00100 Nairobi, Kenya
jimwaniki@uonbi.ac.ke 

  • Bio
  • Blog
  • Classes
  • Links
  • Presentations
  • Publications

Publications

There is currently no content to view in this section.

UoN Websites Search

Tags

  • and Waiting Time (1)
  • ARCH Effects (1)
  • ARMA-GARCH Models (1)
  • binomial (1)
  • Black-Scholes. (1)
  • Call Center (1)
  • European call option (1)
  • Financial Time Series (1)
  • Forecasting (1)
  • Futures and Spot Prices (1)
  • generalized hyperbolic distribution (1)
  • HIV Infection (1)
  • mathematics (1)
  • minimal entropy martingale measure (1)
  • Normal inverse Gaussian (2)
  • options (1)
  • pentanomial lattice (1)
  • performance (1)
  • qualification (1)
  • random walk (1)
  • RRM (1)
  • social network (1)
  • students (1)
  • Stylized facts (1)
  • SVD (1)
  • Teacher (1)
  • Time series (1)
  • Transient state (1)
  • Trends and Patterns in Energy Markets (1)
  • trinomial lattice model (1)
  • trust (1)
  • Workforce Managemen (1)

Recent Publications

  • Pricing options using trinomial lattice method
  • Geometric Brownian Motion assumption and the generalized hyperbolic distribution on modeling returns
  • Modeling heteroscedastic, skewed and leptokurtic returns in discrete time
  • On Heteroscedastic, Skewed and Leptokurtic Log Returns and Spectral Density of Standardized Residuals
  • Influence of teacher qualification on student performance in mathematics in Uasin Gishu county Kenya
  • Influence of teacher qualification on student performance in mathematics in Uasin Gishu county Kenya
more

Login

Profiles Home | Frequently Asked Questions | UON Home | ICTC Website

University of Nairobi A world-class university committed to scholarly excellence

Powered by OpenScholar