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Rancy

Rancy Chepchirchir

Recently Published

Interest Rate Modeling
Assignment_1 (Yield Curve)
Crude Oil Price Modeling
Crude Oil Price Modeling with Jump Diffusion Process
Discretization Schemes
Euler, Heun and Runge-kutta Schemes
MLE est
MLE est
BSM assign
Black Scholes Model
Carbon_Emission
Carbon Emission in Kenya modelled with O-U process
Wiener Process
A simple simulation of the wiener process
Interest Rate Modeling/Calibration
This is a representaion of common interest rate models including Vasicek, CIR, CKLS,...