Law of interest rate changes in financial markets based on the differential equation model of liquidity-Reference-Cited by-同舟云学术

Law of interest rate changes in financial markets based on the differential equation model of liquidity

Published:2021-12-15 Issue:0 Volume:0 Page:
ISSN:2444-8656
Container-title:Applied Mathematics and Nonlinear Sciences
language:en
Short-container-title:

Author:

Wan Pengfei¹,Arbad Ahmed Mohamed Hamad²

Affiliation:

1. Department of Key Construction and Development Planning , Qiqihar University, Hei Longjiang , 161005 , China

2. Department of Business Administration , Applied Science University , Kingdom of Bahrain

Abstract

Abstract The paper establishes a related differential equation model about changes in financial interest rates. It uses information related to liquidity to feedback the law and stability of differential equations in interest rate changes. The article applies stochastic processes and partial differential equations to complex financial networks to confirm node yields in financial market networks. It confirms the existence of interest rate stickiness in Chinese financial markets. The advantage of this interest rate model is that when the external economic environment changes, the state of interest rates will also change accordingly.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Engineering (miscellaneous),Modeling and Simulation,General Computer Science

Link

https://www.sciendo.com/pdf/10.2478/amns.2021.1.00106

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