Similar Items: An investigation of short rate models and the pricing of contigent claims in a South African setting
- Modelling the South African Inter-Bank Interest Rate Market using a Log-Normal Rational Pricing Kernel Model
- Bias-Free Joint Simulation of Multi-Factor Short Rate Models and Discount Factor
- A study on the effect of dilutions and buybacks on the pricing of equity and stock based claims using a finite difference mesh
- The LIBOR market model in the South African setting
- An application of short rate modelling involving roll-over risk to caplet pricing
- An Application of Deep Hedging in Pricing and Hedging Caplets on the Prime Lending Rate
Author: Becker, Ronald
- Sorting networks using k-comparators
- A survey of some regression-based and duality methods to value American and Bermudan options Bernard Joseph.
- An examination of liquidity risk and liquidity risk measures
- A survey of some regression-based and duality methods to value American and Bermudan options
- Choice of one factor interest rate term structure models for pricing and hedging Bermudan swaptions
- An examination and implementation of the libor market model
Author: Jones, Chris
- The quest for human dignity in the ethics of pregnancy termination : a theological-ethical evaluation of the church's approach in Kenya
- An investigation of short rate models and the pricing of contigent claims in a South African setting
- The recognition of queer bodies in the URCSA : towards a hermeneutic of hospitality
- Geregtigheid, vryheid en die mens as beeld van God : 'n teologies-etiese studie na die betekenis daarvan vir menseregte