DR. NGARE PHILIP ODHIAMBO
MSc (Nairobi), PhD (Univ. of Linz, Austria) Financial Mathematics
Physical Address: CHIROMO Email: pngare@uonbi.ac.ke
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Financial Modelling with strict Local Martingales
Citation:
Ngare P. "Financial Modelling with strict Local Martingales." Under review. 2013.
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Cap or Floor Pricing
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Cross Currency
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LIBOR Market Model
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Model Calibration
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Multiple Curves
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Quanto
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Recent Publications
Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model
A Poisson-Gamma Model for Zero Inflated Rainfall Data
Financial Literacy and Retirement Planning in the Informal Sector in Kenya
Factor analysis of customers perception of mobile banking services in Kenya
Interest rate risk management for commercial banks in Kenya.
Financial Modelling with strict Local Martingales
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