Similar Items: Modelling Term and Inflation Risk Premia in the South African Bond Market
- Bid-Ask Spread Modelling in the South African Bond Market
- South African Inflation Modelling Under the HJM Framework
- Value-add in technical analysis on the JSE Bond Market
- The impact of the FRTB on Market Risk Capital for the South African InterBank Interest Rate Market
- The LIBOR market model in the South African setting
- Robustness of bond portfolio optimisation
Author: Mahomed, Obeid
- An Application of Deep Hedging in Pricing and Hedging Caplets on the Prime Lending Rate
- Estimating Long Term Equity Implied Volatility
- Multi-curve frameworks and information-based models
- A Comparison Between Break-Even Volatility and Deep Hedging For Option Pricing
- A risk-budgeting framework for the combination of factor equity portfolios
- Break-even volatility for caps, floors and swaptions