Search Results for author: Nancy Asare Nyarko

Found 2 papers, 0 papers with code

Exploring Dynamic Asset Pricing within Bachelier Market Model

no code implementations8 Jul 2023 Nancy Asare Nyarko, Bhathiya Divelgama, Jagdish Gnawali, Blessing Omotade, Svetlozar Rachev, Peter Yegon

This paper delves into the dynamics of asset pricing within Bachelier market model, elucidating the representation of risky asset price dynamics and the definition of riskless assets.

Bachelier's Market Model for ESG Asset Pricing

no code implementations7 Jun 2023 Svetlozar Rachev, Nancy Asare Nyarko, Blessing Omotade, Peter Yegon

Environmental, Social, and Governance (ESG) finance is a cornerstone of modern finance and investment, as it changes the classical return-risk view of investment by incorporating an additional dimension of investment performance: the ESG score of the investment.

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