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International Journal of Systems Science and Applied Mathematics

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2025, Volume 10
1. Issue 2, Jun.
2. Issue 1, Mar.
2024, Volume 9
2023, Volume 8
2022, Volume 7
2021, Volume 6
2020, Volume 5
2019, Volume 4
2018, Volume 3
2017, Volume 2
2016, Volume 1

Volume 10, Issue 2, June 2025

Research Article
Analysis of Short-Term Interest Rate Models with Stochastic Volatility

Mary Avwerosuoghene Ojarikre^*, Bernard Ojonugwa Anthony, Jonathan Ojarikre Oniore

Issue: Volume 10, Issue 2, June 2025

Pages: 12-26

Received: 19 January 2025

Accepted: 7 February 2025

Published: 29 May 2025

DOI: 10.11648/j.ijssam.20251002.11

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Abstract: The examination of short-term interest-rate behaviour is of critical importance in financial analysis, risk management, and in formulating monetary policy. Fluctuations in financial markets in recent times have emphasised the need for strong and reliable models that can effectively model behaviors and dynamics involved in short-term interest-rate f... Show More

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