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Ivivi Joseph  Mwaniki
Ivivi Joseph Mwaniki
Associate Professor, Department of Mathematics, University of Nairobi
在 uonbi.ac.ke 的电子邮件经过验证
标题
引用次数
引用次数
年份
Financial Time Series Modelling of Trends and Patterns in the Energy Markets
J aduda, patrick weke, philiph ngare, joseph mwaniki
journal of mathematical finance, 2016
92016
Cosine Fréchet loss distribution: properties, actuarial measures and insurance applications
J Abonongo, IJ Mwaniki, JA Aduda
Computational Journal of Mathematical and Statistical Sciences 3 (1), 1-32, 2024
82024
On stock returns volatility and trading volume of the nairobi securities exchange index
SK Kalovwe, JI Mwaniki, RO Simwa
RMS: Research in Mathematics & Statistics 8 (1), 1889765, 2021
82021
Modeling returns and unconditional variance in risk neutral world for liquid and illiquid market
IJ Mwaniki
Journal of mathematical finance 5 (1), 15-25, 2015
82015
On the minimal entropy martingale measure and multinomial lattices with cumulants
CS Ssebugenyi, IJ Mwaniki, VS Konlack
Applied Mathematical Finance 20 (4), 359-379, 2013
72013
Pricing options using trinomial lattice method
KK Langat, JI Mwaniki, GK Kiprop
Journal of Finance and Economics 7 (3), 81-87, 2019
62019
Modeling heteroscedastic, skewed and leptokurtic returns in discrete time
IJ Mwaniki
Journal of Applied finance and banking 9 (5), 1-14, 2019
52019
Modelling Inflation Rate Volatility in Kenya Using Arch-Type Model Family
J Okeyo, M Ivivi, P Ngare
Research Journal of Finance and Accounting 7 (23), 10-17, 2016
42016
Sine F-Loss Family of Distributions: Properties and Insurance Applications
J Abonongo, IJ Mwaniki, JA Aduda
Appl. Math. Inf. Sci 16 (5), 835-851, 2022
32022
modeling trust in social networks
D Ntwiga, patrick weke, M Manene, J Mwaniki
32016
A new family of F-Loss distributions: Properties and applications
J Abonongo, IJ Mwaniki, JA Aduda
Advances and Applications in Statistics 87 (1), 81-117, 2023
22023
On a robust estimation of option-implied interest rates and dividend yields
M Kamau, IJ Mwaniki
Cogent Economics & Finance 11 (2), 2260658, 2023
12023
Modeling stock returns and trading volume in regime switching world
KS Kaweto, MI Joseph, SR Onyino
Finan. Math. Appl 6, 1-14, 2021
12021
A computation of implied volatility leveraging model-free option-implied information
M Kamau, IJ Mwaniki, I Irungu, R Kithuka
Research in Mathematics 11 (1), 2353965, 2024
2024
Predicting Sorghum Yield in Data-Scarce and Conflict-Affected South Sudan Using Machine Learning Techniques.
J Karongo, J Mwaniki, J Ndiritu, V Mokaya
2024
Stochastic Modelling of An Expense-Augmented Insurance Portfolio Loss Process
C Odiwuor, J Mwaniki, P Ngare, R Simwa
Available at SSRN 4940196, 2024
2024
On regime-switching European option pricing
SK Kalovwe, JI Mwaniki, RO Simwa
Cogent Economics & Finance 11 (1), 2203439, 2023
2023
CONTINUOUS ERLANG MIXED DISTRIBUTIONS AND THEIR PROPERTIES
B Gathongo
Available at SSRN 4909225, 2023
2023
Actuarial Measures, Estimation and Applications of Sine Burr III Loss Distribution
J Abonongo, IJ Mwaniki, JA Aduda
2023
ON STOCK MARKET ASYMMETRIC VOLATILITY AND TRADING VOLUME
SK Kalovwe, JI Mwaniki, RO Simwa
Far East Journal of Theoretical Statistics 66, 89-104, 2022
2022
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