Journal of Mathematical Finance
Latest Publications

TOTAL DOCUMENTS

467
(FIVE YEARS 78)

H-INDEX

8
(FIVE YEARS 0)

Published By "Scientific Research Publishing, Inc."

2162-2442, 2162-2434
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

scholarly journals Value at Risk and Expected Shortfall for Normal Weighted Inverse Gaussian Distributions

2022 ◽  
Vol 12 (01) ◽  
pp. 20-45
Author(s):  
Calvin B. Maina ◽  
Patrick G. O. Weke ◽  
Carolyne A. Ogutu ◽  
Joseph A. M. Ottieno
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Expected Shortfall ◽  
Inverse Gaussian ◽  
Gaussian Distributions

scholarly journals Pricing and Hedging Options Conditional on Market Activity

2022 ◽  
Vol 12 (01) ◽  
pp. 1-19
Author(s):  
Alec Kercheval ◽  
Navid Salehy ◽  
Nima Salehy
Keyword(s):  
Market Activity

scholarly journals Pricing Cyber Security Insurance

2022 ◽  
Vol 12 (01) ◽  
pp. 46-70
Author(s):  
Zhaoxin Lin ◽  
Travis R. A. Sapp ◽  
Rahul Parsa ◽  
Jackie Rees Ulmer ◽  
Chengxin Cao
Keyword(s):  
Cyber Security

scholarly journals The Driving Factors of China’s Housing Prices Pre- and after 2012

2021 ◽  
Vol 11 (02) ◽  
pp. 255-266
Author(s):  
Haishan Li ◽  
Ting Pan ◽  
Qianqian Tang ◽  
Zhengxun Tan
Keyword(s):  
Housing Prices ◽  
Driving Factors

scholarly journals Analysis of Stock-Shareholder Associated Network Based on Complex Network

2021 ◽  
Vol 11 (01) ◽  
pp. 107-122
Author(s):  
Haopeng Tong ◽  
Zhen Jia ◽  
Min Zhang ◽  
Jinzhi Qi
Keyword(s):  
Complex Network

scholarly journals Convergence of a Randomised Change Point Estimator in GARCH Models

2021 ◽  
Vol 11 (02) ◽  
pp. 234-245
Author(s):  
George Awiakye-Marfo ◽  
Joseph Mung’atu ◽  
Patrick Weke
Keyword(s):  
Change Point ◽  
Garch Models ◽  
Point Estimator

scholarly journals Financial Performance of Banks in Botswana

2021 ◽  
Vol 11 (03) ◽  
pp. 386-397
Author(s):  
Hassan Kablay ◽  
Victor Gumbo
Keyword(s):  
Financial Performance

scholarly journals Covariate Selection for Mortgage Default Analysis Using Survival Models

2021 ◽  
Vol 11 (02) ◽  
pp. 218-233
Author(s):  
Dongfang Zhang ◽  
Basu Bhandari ◽  
Dennis Black
Keyword(s):  
Survival Models ◽  
Mortgage Default ◽  
Covariate Selection ◽  
Selection For
Load More ...
Sign in / Sign up

Export Citation Format

Share Document