Extracting risk aversion estimates from option prices/implied volatility by Pillay, Aveshen

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Analysis of the predictive ability and profitability of an analytically derived trading algorithm in the intra-day spot foreign exchange market by Sokolovski, Valeri

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Spread, inventory and spot price volatility in the platinum market by Wilks, Megan

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The Black-Scholes model and the pricing of stock options in South Africa by Hassan, Shakill

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Implementing the Bond Convergence Trade in South Africa by Matshoba, Nomathibana Z

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Gaussian estimation of single-factor continuous-time models of the South African short-term interest rate by Aling, Peter

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Do CAPM anomaly variables provide real-time tradable opportunities on the JSE by Bartens, Ryan

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