Channels :: FRELIP Discovery

Author: Lubbe, Sugnet; Kotze, Kevin

Quick Look
Statistical arbitrage in South African equity markets

Similar Items: Statistical arbitrage in South African equity markets

Quick Look
Statistical arbitrage in South Africa
Quick Look
Statistical arbitrage in South African financial markets
Quick Look
Testing of an Arbitrage-free Volatility Surface
Quick Look
Pricing equity options on multiple underlyings in the South African context
Quick Look
No-Arbitrage Option Pricing with Neural SDEs
Quick Look
Markov-Switching models and resultant equity implied volatility surfaces: a South African application
Quick Look
The LIBOR market model in the South African setting
Quick Look
The detection of phase transitions in the South African market
Quick Look
Integration, growth and contagion in African equity markets
Quick Look
The impact of the FRTB on Market Risk Capital for the South African InterBank Interest Rate Market
Quick Look
Path-dependent volatility: an application to the South African market
Quick Look
Bid-Ask Spread Modelling in the South African Bond Market
Quick Look
Modelling Equities with a Stochastic Volatility Jump Diffusion
Quick Look
Modelling Term and Inflation Risk Premia in the South African Bond Market
Quick Look
A risk-budgeting framework for the combination of factor equity portfolios
Quick Look
Estimating credit default swap spreads from equity data
Quick Look
Calibrating the Hurst Parameter for Rough Volatility Models with Application in the South African Market
Quick Look
Investigating the relationship between the Price-Earning ratio and future stock returns in the South African Market
Quick Look
The Effects of Dilutions and Payout Policy on Equity- and Stock-linked Call Options on a Firm with Leverage
Quick Look
Bayesian estimation of stochastic volatility models with fat tails and correlated errors applied to the South African financial market
Quick Look
A quantitative analysis of investor over-reaction and under-reaction in the South African Equity Market : a mathematical statistical approach
Quick Look
Modelling the South African Inter-Bank Interest Rate Market using a Log-Normal Rational Pricing Kernel Model
Quick Look
Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices
Quick Look
A study on the effect of dilutions and buybacks on the pricing of equity and stock based claims using a finite difference mesh