Search results for: T. Danjuma

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Danjuma</title> <meta name="description" content="Search results for: T. Danjuma"> <meta name="keywords" content="T. Danjuma"> <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1, maximum-scale=1, user-scalable=no"> <meta charset="utf-8"> <link href="https://cdn.waset.org/favicon.ico" type="image/x-icon" rel="shortcut icon"> <link href="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/css/bootstrap.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/plugins/fontawesome/css/all.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/css/site.css?v=150220211555" rel="stylesheet"> </head> <body> <header> <div class="container"> <nav class="navbar navbar-expand-lg navbar-light"> <a class="navbar-brand" href="https://waset.org"> <img src="https://cdn.waset.org/static/images/wasetc.png" alt="Open Science Research Excellence" title="Open Science Research Excellence" /> </a> <button class="d-block d-lg-none navbar-toggler ml-auto" type="button" data-toggle="collapse" data-target="#navbarMenu" aria-controls="navbarMenu" aria-expanded="false" aria-label="Toggle navigation"> <span class="navbar-toggler-icon"></span> </button> <div class="w-100"> <div class="d-none d-lg-flex flex-row-reverse"> <form method="get" action="https://waset.org/search" class="form-inline my-2 my-lg-0"> <input class="form-control mr-sm-2" type="search" placeholder="Search Conferences" value="T. 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Danjuma"> <input type="submit" class="btn_search" value="Search"> </div> </div> </form> </div> </div> <div class="row mt-3"> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Commenced</strong> in January 2007</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Frequency:</strong> Monthly</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Edition:</strong> International</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Paper Count:</strong> 2</div> </div> </div> </div> <h1 class="mt-3 mb-3 text-center" style="font-size:1.6rem;">Search results for: T. Danjuma</h1> <div class="card publication-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">2</span> Agricultural Commodities Volatility in Some Selected Markets in the Northern and Western States in Nigeria</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/search?q=T.%20Danjuma">T. Danjuma</a>, <a href="https://publications.waset.org/search?q=N.%20M.%20Ike-Muonso"> N. M. Ike-Muonso</a>, <a href="https://publications.waset.org/search?q=H.%20C.%20Chinwenyi"> H. C. Chinwenyi</a> </p> <p class="card-text"><strong>Abstract:</strong></p> <p>The price volatility of agricultural commodities in Nigeria market is very essential and understanding its future evolution is important for informed decision making to policymakers. In this paper, we examined the volatilities of some agricultural commodities such as maize (white), cowpeas (brown) and sorghum (white) in Mubi and Dawanau markets in the Northern part of the country and compared its volatilities with the same agricultural commodities from Lagos and Ibadan markets in the Western part of Nigeria.</p> <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/search?q=Agricultural%20commodity" title="Agricultural commodity">Agricultural commodity</a>, <a href="https://publications.waset.org/search?q=agricultural%20market" title=" agricultural market"> agricultural market</a>, <a href="https://publications.waset.org/search?q=derivatives" title=" derivatives"> derivatives</a>, <a href="https://publications.waset.org/search?q=volatility" title=" volatility"> volatility</a>, <a href="https://publications.waset.org/search?q=price." title=" price."> price.</a> </p> <a href="https://publications.waset.org/10013791/agricultural-commodities-volatility-in-some-selected-markets-in-the-northern-and-western-states-in-nigeria" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/10013791/apa" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">APA</a> <a href="https://publications.waset.org/10013791/bibtex" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">BibTeX</a> <a href="https://publications.waset.org/10013791/chicago" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">Chicago</a> <a href="https://publications.waset.org/10013791/endnote" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">EndNote</a> <a href="https://publications.waset.org/10013791/harvard" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">Harvard</a> <a href="https://publications.waset.org/10013791/json" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">JSON</a> <a href="https://publications.waset.org/10013791/mla" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">MLA</a> <a href="https://publications.waset.org/10013791/ris" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">RIS</a> <a href="https://publications.waset.org/10013791/xml" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">XML</a> <a href="https://publications.waset.org/10013791/iso690" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">ISO 690</a> <a href="https://publications.waset.org/10013791.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">55</span> </span> </div> </div> <div class="card publication-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1</span> The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/search?q=H.%20D.%20Ibrahim">H. D. Ibrahim</a>, <a href="https://publications.waset.org/search?q=H.%20C.%20Chinwenyi"> H. C. Chinwenyi</a>, <a href="https://publications.waset.org/search?q=T.%20Danjuma"> T. Danjuma</a> </p> <p class="card-text"><strong>Abstract:</strong></p> <p>An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.</p> <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/search?q=Option%20price%20valuation" title="Option price valuation">Option price valuation</a>, <a href="https://publications.waset.org/search?q=Partial%20Differential%20Equations" title=" Partial Differential Equations"> Partial Differential Equations</a>, <a href="https://publications.waset.org/search?q=Black-Scholes%20PDEs" title=" Black-Scholes PDEs"> Black-Scholes PDEs</a>, <a href="https://publications.waset.org/search?q=Ito%20process." title=" Ito process."> Ito process.</a> </p> <a href="https://publications.waset.org/10011628/the-non-uniqueness-of-partial-differential-equations-options-price-valuation-formula-for-heston-stochastic-volatility-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/10011628/apa" target="_blank" rel="nofollow" class="btn btn-primary 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Search results for: T. Danjuma