Similar Items: Utility driven change of measure
- A study of the relative performance of South African unit trust fund managers utilizing the portfolio change measure technique
- An exploration of the utility of a self-report emotional intelligence measure
- Overcoming employee resistance to internally driven organisational changes
- The utility of a Düss fable for cross-cultural measurement of resilience in young children
- Utility and effectiveness of auditory measures for detecting 'Hidden hearing loss' and/or Cochlear Synaptopathy
- Exposure modelling under change of measure
Author: Taylor, David
- Multi-curve frameworks and information-based models
- Modelling the South African Inter-Bank Interest Rate Market using a Log-Normal Rational Pricing Kernel Model
- Break-Even Volatility
- Topics in market microstructure, misconduct and systemic risk: an empirical analysis of the South African equity market
- Recovery theorem: expounded and applied
- Calibrating the LIBOR market model to swaptions with an extension for illiquidity in South Africa