Similar Items: The valuation and calibration of convertible bonds
- Credit valuation adjustments with application to credit default swaps
- Probability of default calibration for low default portfolios: revisiting the Bayesian approach
- Bayesian estimation of Shannon entropy for bivariate beta priors
- A Fixed Switching Frequency technique for finite-set model predictive control of power electronic converters
- Development of a validated thermal model for the slow-cool process of Waterval Converter Matte
- Evaluation and implementation of a 5-level hybrid DC-DC converter
Author: Mare, Eben
- A comparative study of tree - based models and their applications in modern nance
- Trading mortality
- Modelling of financial risk using forward-looking distributions derived from contingent claims
- A case study of arbitrage opportunities and efficiency of the JSE
- A practical implementation of XVA in the new normal
- Long term extrapolation and hedging of the South African yield curve