Search Results - "Financial Mathematics"

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    An examination of liquidity risk and liquidity risk measures by Bhyat, Aneez

    Published 2014
    Subjects: “…Financial Mathematics…”
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    Nonparametric smoothing in extreme value theory by Clur, John-Craig

    Published 2014
    Subjects: “…Financial Mathematics…”
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    3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market by Ndebele, Ndumiso

    Published 2015
    Subjects: “…Financial Mathematics…”
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    Modelling seasonality in South African agricultural futures by Kirk, Richard

    Published 2015
    Subjects: “…Financial Mathematics…”
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    Pricing 2-colour rainbows : nonparametric methods using copulae by Knox, Sean D

    Published 2015
    Subjects: “…Financial Mathematics…”
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    Statistical arbitrage in South African financial markets by Govender, Kieran

    Published 2015
    Subjects: “…Financial Mathematics…”
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    The Bates model : Fourier Transform for option pricing under jump-diffusions in the South African market by Munhumwe, Blessing

    Published 2015
    Subjects: “…Financial Mathematics…”
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    Stochastic time-changed Lévy processes with their implementation by Sihlobo, Odwa

    Published 2015
    Subjects: “…Financial Mathematics…”
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    A comparison of three analytical approximations for basket option valuation by Hagspihl, Christoph

    Published 2016
    Subjects: “…Financial Mathematics…”
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    Geometric Asian option: Geometric Ornstein-Uhlenbeck process by Zhou, Sen Lin

    Published 2016
    Subjects: “…Financial Mathematics…”
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    Investigation on the efficient frontier based on CVaR under copula dependence structure with applications to South African JSE stocks by Damaseb, W B

    Published 2014
    Subjects: “…Financial Mathematics…”
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    Bounds on baskets option prices by De Swardt, N C

    Published 2014
    Subjects: “…Financial Mathematics…”
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    Modelling dependance in collateralied debt obligations with copulas by Linley, Christopher

    Published 2014
    Subjects: “…Financial Mathematics…”
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    Two approaches to modelling the volatility skew by Masawi, Chipo

    Published 2014
    Subjects: “…Financial Mathematics…”
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    Pricing options in a fuzzy environment by Ramsden, Bevan

    Published 2014
    Subjects: “…Financial Mathematics…”
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    Portfolio construction using index regression models by Steyn, Dirk

    Published 2014
    Subjects: “…Financial Mathematics…”
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    Modern portfolio optimization using robust estimation techniques by Van Straaten, Conrad

    Published 2014
    Subjects: “…Financial Mathematics…”
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    Grey diffenrential equation modeling on stock prices by Xue, Qifeng

    Published 2014
    Subjects: “…Financial Mathematics…”
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    Pricing of credit risk and credit risk derivatives : from theory to implementation by Sewnath, Neville

    Published 2014
    Subjects: “…Financial Mathematics…”
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    Benefits of a Tree-Based model for stock selection in a South African context by Giuricich, Mario Nicolo

    Published 2014
    Subjects: “…Financial Mathematics…”
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