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Areas of Expertise
Dr. Samuel Chege Maina
Adjunct Lecturer
Dr. Samuel Chege Maina

Over 8 years of experience in the field of finance and financial derivatives covering academia,

research and trading setting

Advanced knowledge of financial products and pricing methods of securities and their

derivatives across equities, fixed income and commodity markets

Proven financial modeling skills with good programming knowledge of MatLab and Excel VBA,

basic proficiency in C++, Python programming and SQL

Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility.

Upcoming: Journal of Applied Mathematical Finance 2016

Managing Temperature Driven Volume Risks. Upcoming: Journal of Energy Risk 2016

Credit Derivatives Pricing with Stochastic Volatility Models. International Journal of

Theoretical and Applied Finance 2013, Vol. 16 Issue 04

Credit Derivative Pricing in a Generalized HJM Term Structure class of Models. Quantitative

Finance Research Center Paper 293, March 2011

Markovian Defaultable HJM Term Structure Models with Stochastic Volatility. Quantitative

Finance Research Center Paper 283, April 2010

Contact Details

Madaraka Estate
Ole Sangale Road, PO Box 59857,
00200 City Square
Nairobi, Kenya
Tel: 0703-034000, 0703-034200



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