A Generalized Solution of Asset Value Function for Capital Market Prices
O. P. Loko
Department of Mathematics & Statistics, Ignatius Ajuru University of Education, Rumuolumeni, Port Harcourt, Nigeria.
I. Davies
Department of Mathematics, Rivers State University, Orowurukwo, Port Harcourt, Nigeria.
I. U. Amadi *
Department of Mathematics & Statistics, Captain Elechi Amadi Polytechnics, Port Harcourt, Nigeria.
*Author to whom correspondence should be addressed.
Abstract
The benefits of asset values and it return rates are geared towards investment funds which accrues wealth at any particular time and seasons. This paper studied empirically the dynamics of asset value function only on periodic events. The thorough methods which govern price function of return rate for capital funds are found .The analytical solution were obtained and verified using initial stock prices which shows: increase in volatility decreases the value of asset, a little increase in time dominantly increases the value of asset, linear rate of returns has the best estimates of asset returns. Finally, the results were subjected to goodness of fit test to show that the propose models obeys some physical laws for the purpose of investment plans.
Keywords: Vigna radiata, Asset value, Cercospora canescens., kolmogorov–smirnov (KS), chitinases. β -1, fourier series, 3 glucanases., stochastic analysis, prices