Browsing Faculty of Science & Technology (FST) by Author "Weke, PGO"
Now showing items 1-3 of 3
-
A COMPARISON OF THE CLASSICAL BLACK-SCHOLES MODEL AND THE GARCH OPTION PRICING MODEL FOR CURRENCY OPTIONS
Akinyi, Aduda Jane; Weke, PGO (Department of Statistics and Actuarial Science; Jomo Kenyatta University of Agriculture & TechnologySchool of Mathematics, University of Nairobi, 2008)This paper looks at the consequences of introducing heteroscedasticity in option pricing. The analysis shows that introducing heteroscedasticity results in a better fitting of the empirical distribution of foreign exchange ... -
Relay linear unbiased estimation of scale parameter of logistic distribution
Weke, PGO (School of Mathematics, 2003) -
SMA 342: Theory of Estimation – ODL Study Manual
Weke, PGO (University of Nairobi.School of Mathematics, 2007)