# Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics

^{*}

## Abstract

**:**

## 1. Introduction

## 2. Governing Equation and Symmetry Analysis

## 3. Exact Invariant Solutions of Equation (5)

**Example**

**1.**

**Example**

**2.**

**Example**

**3.**

#### 3.1. New Solutions via Group Point Transformations

## 4. Results Discussion

- interest rate (risk-free) r = 0.90,
- volatility $\sigma =0.80$,
- parameter $\alpha =0.01$,
- parameter $\eta =0.5$,
- constant 1 ${c}_{1}=1$,
- constant 2 ${c}_{2}=0.5$,
- time to expiration T = 14 years.

## 5. Conclusions

## Author Contributions

## Funding

## Acknowledgments

## Conflicts of Interest

## References

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**MDPI and ACS Style**

Kaibe, B.C.; O’Hara, J.G.
Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics. *Symmetry* **2019**, *11*, 1056.
https://doi.org/10.3390/sym11081056

**AMA Style**

Kaibe BC, O’Hara JG.
Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics. *Symmetry*. 2019; 11(8):1056.
https://doi.org/10.3390/sym11081056

**Chicago/Turabian Style**

Kaibe, Bosiu C., and John G. O’Hara.
2019. "Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics" *Symmetry* 11, no. 8: 1056.
https://doi.org/10.3390/sym11081056