Cronje, R., & Van der Merwe, C. J. (2020). The appropriateness of ISDA SIMM for delta risk initial margin calculations in the South African over-the-counter interest rate swap market. Stellenbosch : Stellenbosch University.
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Chicago Style (17th ed.) Citation
Cronje, Robert, and Carel Johannes Van der Merwe. The Appropriateness of ISDA SIMM for Delta Risk Initial Margin Calculations in the South African Over-the-counter Interest Rate Swap Market. Stellenbosch : Stellenbosch University, 2020.
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MLA (9th ed.) Citation
Cronje, Robert, and Carel Johannes Van der Merwe. The Appropriateness of ISDA SIMM for Delta Risk Initial Margin Calculations in the South African Over-the-counter Interest Rate Swap Market. Stellenbosch : Stellenbosch University, 2020.
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Warning: These citations may not always be 100% accurate.