The detection of phase transitions in the South African market by Van Gysen, Michael

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A risk-budgeting framework for the combination of factor equity portfolios by Wegener, Fergus

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Currency trios - using geometric concepts to visualise and interpret relationships between currencies by Davidson, Abby

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Bootstrapping the OIS curve in a South African bank by Van Heeswijk, Dirk

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Modelling Equities with a Stochastic Volatility Jump Diffusion by Gorven, Matthew

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Quantifying Model Risk in Option Pricing and Value-at-Risk Models by Ngwenza, Dumisani

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Application of Volatility Targeting Strategies within a Black-Scholes Framework by Vakaloudis, Dmitri

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Modelling probabilities of corporate default by Van Jaarsveldt, Cole

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Estimating Long Term Equity Implied Volatility by Crawford, Danielle Ana

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Break-even volatility for caps, floors and swaptions by Cresswell, Wade

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Flexible risk-based portfolio optimisation by Landman, Jayson

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The impact of the FRTB on Market Risk Capital for the South African InterBank Interest Rate Market by Mwanza, Jacob

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Modelling Term and Inflation Risk Premia in the South African Bond Market by van Schaik, Luke

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A Comparison Between Break-Even Volatility and Deep Hedging For Option Pricing by Claassen, Quintin

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An Application of Deep Hedging in Pricing and Hedging Caplets on the Prime Lending Rate by Patel, Keyur

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South African Inflation Modelling Under the HJM Framework by Rizzo, Massimo

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An Application of Generative Adversarial Networks to One-Dimensional Value-at-Risk by Swallow, Rachel

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Multi-curve frameworks and information-based models by Mahomed, Obeid

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Modelling illiquid volatility skews by Crowther, Servaas Marcus

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