Brownian motion (BM) is a stochastic model that has been extensively studied in physics, finance, and engineering. However, its potential use in cryptographic applications remains underexplored. This ...

This project explores yield curve dynamics using the Hull-White One-Factor (1F) and Two-Factor (2F) models. These models describe the evolution of short-term interest rates and are widely used in ...

Yield curve modeling is a fundamental concept in finance, playing a crucial role in understanding the relationship between interest rates and time. G2++ is a popular interest rate model used for this ...

This paper investigates an optimal investment-reinsurance problem for an insurer who possesses extra information regarding the future realizations of the claim process and risky asset process. The ...

Interest rates models: Vasicek, Cox-Ingersoll-Ross (CIR), Hull & White Equity-index models: Black-Scholes & Heston with stochastic rates Use of Euler-Maruyama and Milstein numerical methods to solve ...