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Papers by HAMDIN AHMED ALAFIF JUMAA

Research paper thumbnail of Multiple Wiener-Itô Integrals

Research paper thumbnail of Theory of Pricing in Stochastic Financial Models – Continuous Tim

International journal of pure and applied mathematics research, Apr 5, 2022

In this manuscript we formulate the basic postulate of the Heath-Jarrow-Merton approach and inves... more In this manuscript we formulate the basic postulate of the Heath-Jarrow-Merton approach and investigate the existence and uniqueness of the Heath-Jarrow-Merton model. We examine the general Heath-Jarrow-Merton setup and the Gaussian Heath-Jarrow-Merton setup respectively and also, we present some examples of the Heath-Jarrow-Merton model for the different types of the volatility structure.

Research paper thumbnail of Interest Rate and Some of Its Applications

Journal of Applied Mathematics and Physics, 2023

Interest rates are a fundamental aspect of the economy and have a significant impact on various f... more Interest rates are a fundamental aspect of the economy and have a significant impact on various financial decisions such as borrowing, investing, and saving. They are the cost of borrowing money or the return on investment and are determined by various factors such as the supply and demand for credit, inflation expectations, and monetary policy decisions made by central banks. Changes in interest rates can have a major effect on the economy and can influence consumer spending, business investment, and overall economic growth. This makes it crucial for individuals, businesses, and policymakers to have a clear understanding of the dynamics of interest rates. Interest rates play an important role in determining the cost of borrowing money for individuals and businesses. A rise in interest rates can increase the cost of borrowing and make it more difficult for people and companies to access credit. This can lead to a decrease in consumer spending and business investment, which can slow down economic growth. On the other hand, a decrease in interest rates can make it easier for individuals and businesses to access credit and increase consumer spending and business investment, boosting economic growth. Central banks, such as the Federal Reserve in the United States, play a key role in determining interest rates by setting monetary policy. They use interest rate changes to influence the economy and reach their goals of stable prices, maximum employment, and moderate long-term interest rates. In conclusion, understanding the dynamics of interest rates is essential for making informed financial decisions and assessing the overall health of the economy. The impact of interest rates on the economy and individual financial decisions is far-reaching and long-lasting, making it a crucial topic for continued study and discussion.

Research paper thumbnail of Random Integral Equation of the Volterra Type with Applications

Journal of Applied Mathematics and Physics, 2014

In this paper we shall present some of the most general results which have been obtained to date ... more In this paper we shall present some of the most general results which have been obtained to date concerning random integral equations of the Volterra type. Some results of Tsokos [4] are given for the random integral equation

Research paper thumbnail of The Existence and Uniqueness of Random Solution to Itô Stochastic Integral Equation

Applied Mathematics, 2012

The objective of this paper is to attempt to apply the theoretical techniques of probabilistic fu... more The objective of this paper is to attempt to apply the theoretical techniques of probabilistic functional analysis to answer the question of existence and Uniqueness of a Random Solution to Itô Stochastic Integral Equation. Another type of stochastic integral equation which has been of considerable importance to applied mathematicians and engineers is that involving the Itô or Itô-Doob form of stochastic integrals.

Research paper thumbnail of Multiple Wiener-Itô Integrals

Research paper thumbnail of Theory of Pricing in Stochastic Financial Models – Continuous Tim

International journal of pure and applied mathematics research, Apr 5, 2022

In this manuscript we formulate the basic postulate of the Heath-Jarrow-Merton approach and inves... more In this manuscript we formulate the basic postulate of the Heath-Jarrow-Merton approach and investigate the existence and uniqueness of the Heath-Jarrow-Merton model. We examine the general Heath-Jarrow-Merton setup and the Gaussian Heath-Jarrow-Merton setup respectively and also, we present some examples of the Heath-Jarrow-Merton model for the different types of the volatility structure.

Research paper thumbnail of Interest Rate and Some of Its Applications

Journal of Applied Mathematics and Physics, 2023

Interest rates are a fundamental aspect of the economy and have a significant impact on various f... more Interest rates are a fundamental aspect of the economy and have a significant impact on various financial decisions such as borrowing, investing, and saving. They are the cost of borrowing money or the return on investment and are determined by various factors such as the supply and demand for credit, inflation expectations, and monetary policy decisions made by central banks. Changes in interest rates can have a major effect on the economy and can influence consumer spending, business investment, and overall economic growth. This makes it crucial for individuals, businesses, and policymakers to have a clear understanding of the dynamics of interest rates. Interest rates play an important role in determining the cost of borrowing money for individuals and businesses. A rise in interest rates can increase the cost of borrowing and make it more difficult for people and companies to access credit. This can lead to a decrease in consumer spending and business investment, which can slow down economic growth. On the other hand, a decrease in interest rates can make it easier for individuals and businesses to access credit and increase consumer spending and business investment, boosting economic growth. Central banks, such as the Federal Reserve in the United States, play a key role in determining interest rates by setting monetary policy. They use interest rate changes to influence the economy and reach their goals of stable prices, maximum employment, and moderate long-term interest rates. In conclusion, understanding the dynamics of interest rates is essential for making informed financial decisions and assessing the overall health of the economy. The impact of interest rates on the economy and individual financial decisions is far-reaching and long-lasting, making it a crucial topic for continued study and discussion.

Research paper thumbnail of Random Integral Equation of the Volterra Type with Applications

Journal of Applied Mathematics and Physics, 2014

In this paper we shall present some of the most general results which have been obtained to date ... more In this paper we shall present some of the most general results which have been obtained to date concerning random integral equations of the Volterra type. Some results of Tsokos [4] are given for the random integral equation

Research paper thumbnail of The Existence and Uniqueness of Random Solution to Itô Stochastic Integral Equation

Applied Mathematics, 2012

The objective of this paper is to attempt to apply the theoretical techniques of probabilistic fu... more The objective of this paper is to attempt to apply the theoretical techniques of probabilistic functional analysis to answer the question of existence and Uniqueness of a Random Solution to Itô Stochastic Integral Equation. Another type of stochastic integral equation which has been of considerable importance to applied mathematicians and engineers is that involving the Itô or Itô-Doob form of stochastic integrals.