Static hedging of barrier options : a review of four methods by Bosman, Petrus

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A comparative analysis of non-linear techniques in South African stock selection by Hutheram, Nikhil Arnaidas

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Portfolio selection using Random Matrix theory and L-Moments by Ushan, Wardah

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Two approaches to modelling the volatility skew by Masawi, Chipo

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Pricing equity options on multiple underlyings in the South African context by Preston, Bradley

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The LIBOR market model in the South African setting by Engelbrecht, Stephanus Francois

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Benefits of a Tree-Based model for stock selection in a South African context by Giuricich, Mario Nicolo

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Pairs trading: a copula approach by Augustine, Cecilia

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Investigation of factor rotation routines in principal component analysis of stock returns by Weimar, Nicole

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