Search Results

  • Showing 1 - 5 results of 5
Refine Results
  1. Cover Image

    Modern portfolio optimisation under regime switching by Steenkamp, Cara Yvette

    Published 2022
    Get full text
    Full Text Available
    Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  2. Cover Image

    Roll-over risk in the South African interest rate market by Von Ahlften, Edela

    Published 2022
    Get full text
    Full Text Available
    Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  3. Cover Image

    Enhancing realised volatility prediction in emerging markets by Maphatsoe, Phuthehang

    Published 2023
    Get full text
    Full Text Available
    Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  4. Cover Image

    Parsimonious Mixed Bergomi Models for VIX Derivatives: Calibration and Estimation via Quantization by Kyakutwika, Nelson

    Published 2026
    Get full text
    Full Text Available
    Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  5. Cover Image

    Heath–Jarrow–Morton models with jumps by Alfeus, Mesias

    Published 2015
    Get full text
    Full Text Available
    Access Full Text at Repository
    Thesis
    Save to List
    Saved in:

Search Tools: