Similar Items: Analysis of equity and interest rate returns in South Africa under the context of jump diffusion processes
- Modelling Equities with a Stochastic Volatility Jump Diffusion
- An introduction to interest rate jumps at deterministic times
- Interest rate model theory with reference to the South African market
- Pricing equity options on multiple underlyings in the South African context
- Hedging performance of interest-rate models
- Trolle-Schwartz HJM interest rate model