Samuel Chege Maina  Samuel Chege Maina photo         

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Research Staff Member - AI for Science & Financial Services
IBM Research - Africa
  

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2016

Managing temperature-driven volume risks
Cucu Laura, Dottling Rainer, Heider Pascal, Maina Samuel
Journal of Energy Markets 9(2), 2016
Abstract


2013

Credit derivatives pricing with stochastic volatility models
Chiarella, Carl and Maina, Samuel Chege and Sklibosios, Christina Nikitopoulos
International Journal of Theoretical and Applied Finance 16(04), 1350019, World Scientific, 2013
Abstract


2011

Credit risk modelling in Markovian HJM term structure class of models with stochastic volatility
Maina, Samuel Chege
Ph.D. Thesis, 2011
Abstract


2010

Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl and Maina, Samuel Chege and Sklibosios Nikitopoulos, Christina
2010 - papers.ssrn.com
Abstract


Year Unknown

Defaultable HJM Term Structure Models with Stochastic Volatility.
Chiarella, Carl and Maina, Samuel Chege and Nikitopolous-Sklibosios, Christina
Sklibosios, 0