An examination of liquidity risk and liquidity risk measures by Bhyat, Aneez

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Markov-Switching models and resultant equity implied volatility surfaces: a South African application by Fairbrother, Mark

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An investigation of short rate models and the pricing of contigent claims in a South African setting by Jones, Chris

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Monte Carlo methods for the estimation of value-at-risk and related risk measures by Marks, Dean

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Bayesian estimation of stochastic volatility models with fat tails and correlated errors applied to the South African financial market by Savanhu, Richard

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Analysis of CDO tranche valuation and the 2008 credit crisis by Muzenda, Nevison

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Methods of pricing convertible bonds by Zadikov, Ariel

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Choice of one factor interest rate term structure models for pricing and hedging Bermudan swaptions by Holilal, Amiel

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The Bates model : Fourier Transform for option pricing under jump-diffusions in the South African market by Munhumwe, Blessing

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Alternative distributions in the Black-Litterman model of asset allocation by Mbofana, Stewart

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A comprehensive view of Markov-Functional models and their application by Lapere, Michael

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Approximations to the Lévy LIBOR Model by Al-Hassan, Hassana

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Real options valuation of a power generation project : a Monte Carlo approach by Merven, Bruno

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Sorting networks using k-comparators by Chiang, Y B

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A survey of some regression-based and duality methods to value American and Bermudan options by Joseph, Bernard

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Modelling dependance in collateralied debt obligations with copulas by Linley, Christopher

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Pricing inflation-linked derivatives using the Jarrow-Yildirim model by Selamolela, Selebelo I

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A survey of some regression-based and duality methods to value American and Bermudan options Bernard Joseph. by Joseph, Bernard

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An examination and implementation of the libor market model by Jardine, James

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A survey and implementation of some calibration algorithms for the SABR and Heston models by Webber, Caroline

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