The application and testing of smart beta strategies in the South African market by Viljoen, Jacobus

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Some statistical aspects of LULU smoothers by Jankowitz, Maria Dorothea

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Application of the moving block bootstrap method to resampled efficiency : the impact of the choice of block size by Retief, Jan

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Using valuation based on fundamental analysis to design an enhanced index based on the JSE Top 40 Index by Gounder, Nathan David

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Aspects of some exotic options by Theron, Nadia

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Interest rate model theory with reference to the South African market by Van Wijck, Tjaart

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Modelling market risk with SAS Risk Dimensions : a step by step implementation by Du Toit, Carl

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Non-parametric volatility measurements and volatility forecasting models by Du Toit, Cornel

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Calculation aspects of the European Rebalanced Basket Option using Monte Carlo methods by Van der Merwe, Carel Johannes

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Value at risk and expected shortfall : traditional measures and extreme value theory enhancements with a South African market application by Dicks, Anelda

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Probability of default calibration for low default portfolios: revisiting the Bayesian approach by Venter, Edward Stevens

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