Passion: Passionate about the applications of Mathematics and its interactions with Finance & Banking, Insurance, IT, Economics and the Real world in general.
Teaching Areas: Financial Engineering, Risk Modeling, Derivatives Pricing & Applications, Revenue Modeling
Community Service: Sharing knowledge and expertise with industry and the general public.
Research Interest and Ongoing Research projects (websites)
- Risk Modeling,
- Tariff Modeling,
- Tax Revenue Modeling,
- Real Options Valuation
- Financial engineering
Go to: https://www.researchgate.net/profile/Victor_Gumbo2
List of some Publications
- Gumbo V, "The LIBOR Market Model and its Application in the SAFEX-JIBAR Market", 2011, ISBN 978-3-8383-5372-2, Lap Publishing. (Available on online bookstore on http://www.get-morebooks.com)
Publications in refereed journals
- Gumbo V, “The SAFEX-JIBAR Market Models” Journal of Mathematical Finance, 2012, 2, 321-326 doi:10.4236/jmf.2012.24035 Published Online November 2012 (http://www.SciRP.org/journal/jmf)
- Gumbo V and Zoromedza S, “Bank Failure Prediction Model for Zimbabwe”, Applied Economics and Finance Vol. 3, No. 3; August 2016 (to appear). Received: April 28 , 2016 Accepted: May 12 , 2016 Available online: May 27 , 2016.
- Gumbo V and S Siziba, “An Econometric Approach to Incorporating Non-normality in VaR Measurement” Journal of Mathematical Finance, 2016, 6, 82-98. Published Online February 2016 in SciRes. http://www.scirp.org/journal/jmf http://dx.doi.org/10.4236/jmf.2016.61010.
- Gumbo V, A Jaison and E Chikodza, "Estimating Retail Loss Given Default – An empirical Approach”, Journal of Finance, Vol 4 No. 5, June 2016.
- Gumbo V and A Jaison, “Retail Probability of Default Modeling”, Journal of Finance, Vol 4 No. 4 May 2016.
- Gumbo V & Muwando S, “Country Risk Model for Zimbabwe” Pioneer Journal of Theoretical and Applied Statistics, Vol 6 Number 1, 2013, Pages 25 -41. Available online on http://www.pspchv.com/content_PJTAS.html
- Dube C and Gumbo V. “A Model for Financial Inclusion: The case of the Retail Industry in Zimbabwe”. Business and Management Studies. Vol 3, No 3 (2017) DOI: https://doi.org/10.11114/bms.v3i3.2489
- Dube C and Gumbo V. “Diffusion of Innovation and the Technology Adoption Curve: Where Are We? The Zimbabwean Experience.” Business and Management Studies. Vol 3, No 3 (2017) DOI: https://doi.org/10.11114/bms.v3i3.2489
- Gumbo V & Tendere P, “An Assessment of Futures Contract Specifications for the Re-Launched Commodity Exchange of Zimbabwe (Comez)”, Agricultural Journal, Year 2013, Volume 8, Issue 6, pages 282-288.
- Gumbo V, Matenda F R, Eriyoti Chikodza, “Measuring Gap Risk for Constant Proportion Portfolio Insurance Strategies in Uncertain Markets”, Journal of Mathematics and Statistical Science. Vol.1, Issue 1, August 2015, pages 18-31.
- Dube C and Gumbo V, “Adoption and Use of Information Communication Technologies in Zimbabwean Supermarkets”, Applied Economics and Finance, Vol. 4, No. 1, January 2017. DOI: https://doi.org/10.11114/aef.v4i1.1860