Similar Items: An application of an option pricing model to evaluate the cost of a government loan guarantee : an hypothetical case based on Eskom
- An investigation into the use of the Black-Scholes model for pricing long term options, for the purpose of costing maturity guarantees
- The real cost of the Government Mortgage Indemnity Scheme : an application of the option pricing theory
- Cubature methods and applications to option pricing
- Applications of change of numéraire for option pricing
- Variable annuity guarantees pricing under the Variance-Gamma framework
- Quantitative Risk Management and Pricing for Equity Based Insurance Guarantees
Author: High, Hugh
- A study of the relative performance of South African unit trust fund managers utilizing the portfolio change measure technique
- The real cost of the Government Mortgage Indemnity Scheme : an application of the option pricing theory
- Short run irrigation water demand : an empirical evaluation of the role of price, crop and technology choice
- An application of an option pricing model to evaluate the cost of a government loan guarantee : an hypothetical case based on Eskom