Information theoretic measure of complexity and stock market analysis : using the JSE as a case study by Oyenubi, Adeola

Subjects: “…Mathematic of Finance…”
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Option pricing using hidden Markov models by Anderson, Michael

Subjects: “…Mathematics of Finance…”
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Markov-Switching models and resultant equity implied volatility surfaces: a South African application by Fairbrother, Mark

Subjects: “…Mathematics of Finance…”
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Accurate estimation of risk when constructing efficient portfolios for the capital asset pricing model by Zwane, Samkelo Sifiso

Subjects: “…Mathematics of Finance…”
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An investigation of short rate models and the pricing of contigent claims in a South African setting by Jones, Chris

Subjects: “…Mathematics of Finance…”
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Modelling conditional covariances with orthogonal factor models by Jensen, Tracy

Subjects: “…Mathematics of Finance…”
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Bayesian estimation of stochastic volatility models with fat tails and correlated errors applied to the South African financial market by Savanhu, Richard

Subjects: “…Mathematics of Finance…”
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Parameter estimation of a bivariate diffusion process : the Heston model by Nomoyi, Siyabulela

Subjects: “…Mathematics of Finance…”
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Risk-return portfolio modelling by Gilbert, Emmeleen Ulita

Subjects: “…Mathematics of Finance…”
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The mathematics of insider trading by Chui, Chi Kin

Subjects: “…Mathematics of Finance…”
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Empirical evidences of coherent market hypothesis by Kao, Peter Ta-Chao

Subjects: “…Mathematics of Finance…”
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Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices by Matoti, Lundi

Subjects: “…Mathematics of Finance…”
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Dynamic and robust estimation of risk and return in modern portfolio theory by Mupambirei, Rodwel

Subjects: “…Mathematics of Finance…”
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Pricing equity options on multiple underlyings in the South African context by Preston, Bradley

Subjects: “…Mathematics of Finance…”
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Simulation of asset prices using Lévy processes by Riemer, Mark L

Subjects: “…Mathematics of Finance…”
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Pricing path dependent options under variance gamma dynamics by Anderson, Craig

Subjects: “…Mathematics of Finance…”
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Empirical modelling of high-frequency foreign exchange rates by Packirisamy, Someshini

Subjects: “…Mathematics of Finance…”
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The LIBOR market model in the South African setting by Engelbrecht, Stephanus Francois

Subjects: “…Mathematics of Finance…”
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Empirical evidences of stock split market effects by Mhuru, Trust Taruona

Subjects: “…Mathematics of Finance…”
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An examination and implementation of the libor market model by Jardine, James

Subjects: “…Mathematics of Finance…”
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