Interest Rate Modelling in the Presence of Discontinuities and its Sensitivities
Authors
Adaobi M. Udoye
Department of Mathematics, Faculty of Science, Federal University Oye-Ekiti, Ekiti, Nigeria
Eka O. Ogbaji
Department of Mathematics and Statistics, Faculty of Pure and Applied Sciences, Federal University Wukari, Taraba, Nigeria
Lukman S. Akinola
Department of Mathematics, Faculty of Science, Federal University Oye-Ekiti, Ekiti, Nigeria
Maurice N. Annorzie
Department of Mathematics, Faculty of Physical Sciences, Imo State University, Owerri, Nigeria
DOI: https://doi.org/10.2478/ast-2021-0002 | Journal eISSN: 2544-6320
Language: English
Page range: 9 - 15
Submitted on: Dec 23, 2020
Accepted on: Apr 15, 2021
Published on: Jul 1, 2021
Published by: Sciendo
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
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© 2021 Adaobi M. Udoye, Eka O. Ogbaji, Lukman S. Akinola, Maurice N. Annorzie, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.