Calibrating the LIBOR market model to swaptions with an extension for illiquidity in South Africa by Moodliyar, Leenesh

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Multi-curve bootstrapping and implied discounting curves in illiquid markets by Sender, Nina Alexandra

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Break-Even Volatility by Mitoulis, Nicolas

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Modelling the South African Inter-Bank Interest Rate Market using a Log-Normal Rational Pricing Kernel Model by Hammond, Graeme

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Topics in market microstructure, misconduct and systemic risk: an empirical analysis of the South African equity market by Dube, Qobolwakhe Thomas

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

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Utility driven change of measure by Carolissen, Kendall

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Realised volatility estimators by Königkrämer, Sören

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Recovery theorem: expounded and applied by Backwell, Alex

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