Similar Items: Long term extrapolation and hedging of the South African yield curve
- A Bayesian approach to energy monitoring optimization
- An application of an entropy principle to short term interest rate modelling
- Developing a framework to inform staffing models for long- term care facilities in resource-constrained contexts
- Trends in SAFEX trading of Western Cape wheat producers
- Regulation in the hedge fund industry
- The impact of corporate hedging on stock price performance
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