Author: Anguyo, Francis Leni
Author: Claassen, Cecily
Similar Items: Comparing GARCH models for gold price data, using a statistical loss function approach and an option pricing approach
- Time-varying volatility models and indices : a GARCH option pricing approach
- Pricing methods for American options
- An Investigation into the suitability of using GARCH process for pricing options on the SAFEX all share index futures contracts
- A finite element approach to pricing Barrier options
- Sequential Calibration of Asset Pricing Models to Option Prices
- Modelling of volatility of stock prices using GARCH models & its importance in portfolio construction
Similar Items: Spillovers in the foreign exchange market a study of volatility and returns in emerging market currencies
- Volatility Spillover Across Sovereign Bond Markets Between African, Emerging and USA Economies
- The effect of exchange rate volatility on bond market development in emerging markets
- Using foreign currencies to explain the nominal exchange rate of rand
- Volatility spillover between Exchange-Traded Funds on the Johannesburg Stock Exchange
- The impact of volatility on the pricing efficiency of the South African futures exchange market
- Connectedness of the African Equity Markets: A Time-Frequency Spillover Analysis