Hedging performance of interest-rate models by Ziervogel, Graham

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Robustness of bond portfolio optimisation by Pillay, Divanisha

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Linear-Rational Term Structure Models With Flexible Level-Dependent Volatility by Schwellnus, Adrian

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Implementation of Bivariate Unspanned Stochastic Volatility Models by Cullinan, Cian

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Level Dependence in Volatility in Linear-Rational Term Structure Models by Ramnarayan, Kalind

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Pricing with Bivariate Unspanned Stochastic Volatility Models by Wort, Joshua

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The Lifted Heston Stochastic Volatility Model by Broodryk, Ryan

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Calibrating Term Structure Models to an Initial Yield Curve by Sylvester, Matthew

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Interest-Rate Option Pricing Accounting For Jumps At Deterministic Times by Allman, Timothy

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Credit default swaps in a roll-over risk framework by Petersen, Nicholas

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An application of short rate modelling involving roll-over risk to caplet pricing by Montgomery, Thomas

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Accounting for roll-over risk in the pricing of caps and floors by Vidima, Sizwe

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The Effects of Dilutions and Payout Policy on Equity- and Stock-linked Call Options on a Firm with Leverage by Brill, Nicola

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An introduction to interest rate jumps at deterministic times by Bastick, Kirk

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Implementing short-rate models with jumps at deterministic times by Shibduth, Darvesh Yogandar

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Does default risk rule out covered interest arbitrage? by Mampuru, Tebogo

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Recovery theorem: expounded and applied by Backwell, Alex

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