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The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office
Bibliography: leaves 80-81.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Management Studies
2014
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| _version_ | 1867613201101750272 |
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| access_status_str | Open Access |
| author | Schoonees, Cornelius |
| author2 | Dorrington, Rob |
| author_browse | Dorrington, Rob Schoonees, Cornelius |
| author_facet | Dorrington, Rob Schoonees, Cornelius |
| author_sort | Schoonees, Cornelius |
| collection | Thesis |
| description | Bibliography: leaves 80-81. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/4393 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:21.936Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | School of Management Studies |
| publisherStr | School of Management Studies |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/4393 The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office Schoonees, Cornelius Dorrington, Rob Management and Business Administration Bibliography: leaves 80-81. This dissertation illustrates how in-house dynamic hedging could be evaluated through modeling, simulation and sensitivity testing. The illustration helps to illuminate the financial benefits and associated risks of dynamic hedging, but does not provide a specific conclusion on whether dynamic hedging shoul be implemented. Ultimately this decision will depend on the unique circumstances and strategic objecitves of the life office. The scope of the dissertation is thus limited to an illustration and discussion of the relevant issues only and specifically does not cover the costing of in-house dynamically hedged guarantees. 2014-07-30T17:44:57Z 2014-07-30T17:44:57Z 2001 Master Thesis Masters MBusSc http://hdl.handle.net/11427/4393 eng application/pdf School of Management Studies Faculty of Commerce University of Cape Town |
| spellingShingle | Management and Business Administration Schoonees, Cornelius The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office |
| thesis_degree_str | Master's |
| title | The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office |
| title_full | The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office |
| title_fullStr | The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office |
| title_full_unstemmed | The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office |
| title_short | The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office |
| title_sort | simulation of the dynamic hedging of guaranteed equity bonds issued by a south african life office |
| topic | Management and Business Administration |
| url | http://hdl.handle.net/11427/4393 |
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