An application of an entropy principle to short term interest rate modelling

Subjects: “…Short term interest rate modelling…”
Get full text
Get full text

Monetary policy and exchange rates in different economic contexts: Case study of South Africa by Choga, Simba

Subjects: “…interest rate…”
Get full text

Long term extrapolation and hedging of the South African yield curve

Subjects: “…Fixed interest rate market…”
Get full text
Get full text

Interest Rate and Inflation Control in Egypt: Evaluating policy efficiency (1976-2023) by Abouzeid, Fatma

Subjects: “…nominal and real interest rate…”
Get full text
Get full text

Building Interest Rate Curves and SABR Model Calibration by Mbongo Nkounga, Jeffrey Ted Johnattan

Subjects: “…Interest rate…”
Get full text

PUBLIC SECTOR WAGE AND INFLATION IN GHANA by Ofori-Abebrese, Grace, Walanyo Azumah, George Kwesi, Pickson, Robert Becker

Subjects: “…Interest rate.…”
Get full text

Heath–Jarrow–Morton models with jumps by Alfeus, Mesias

Subjects: “…Interest rate derivative…”
Get full text

Economic capital allocation to market and survival risk for pure endowment products by Pretorius, Jaco Harm

Subjects: “…Interest rates…”
Get full text

Pricing American compound options with stochastic volatility and correlated interest rates

Subjects: “…Stochastic interest rate…”
Get full text

A no-arbitrage macro finance approach to the term structure of interest rates by Thafeni, Phumza

Subjects: “…Interest rates -- Term structure…”
Get full text

Roll-over risk in the South African interest rate market by Von Ahlften, Edela

Subjects: “…Interest Rates…”
Get full text

The impact of selected macroeconomic variables on resource equity prices on the Johannesburg Stock Exchange

Subjects: “…Prime interest rate…”
Get full text
Get full text

A modelling process of short-term interest rate risk management for the South African commercial banking sector by Sun, Jiaqi

Subjects: “…Interest rate risk…”
Get full text

The appropriateness of ISDA SIMM for delta risk initial margin calculations in the South African over-the-counter interest rate swap market by Cronje, Robert

Subjects: “…Interest rate swaps -- South Africa…”
Get full text

The equity duration of South African growth companies : a theoretical and empirical evaluation by Barnard, Ian

Subjects: “…Interest rates -- South Africa…”
Get full text

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

Subjects: “…Interest rates -- South Africa…”
Get full text

Change in Corporate Debt Levels in South Africa from 1994 to 2016 by van der Westhuizen, Kyla

Subjects: “…Interest Rates…”
Get full text

The impact of rising oil prices on the South African economy

Subjects: “…Interest rates…”
Get full text
Get full text