Linear-Rational Term Structure Models With Flexible Level-Dependent Volatility by Schwellnus, Adrian

“…African Institute of Financial Markets and Risk Management…”
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Application of Adjoint Differentiation (AD) for Calculating Libor Market Model Sensitivities by Morley, Niall

“…African Institute of Financial Markets and Risk Management…”
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Latent State and Parameter Estimation of Stochastic Volatility/Jump Models via Particle Filtering by Soane, Andrew

“…African Institute of Financial Markets and Risk Management…”
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Hedging Interest-Rate Options Using Principal Components Analysis by Bhamani, Feroz

“…African Institute of Financial Markets and Risk Management…”
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The Credit Risk in Stock-Based Loans by Korula, Febin

“…African Institute of Financial Markets and Risk Management…”
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Bias-Free Joint Simulation of Multi-Factor Short Rate Models and Discount Factor by Lopes, Marcio Ferrao

“…African Institute of Financial Markets and Risk Management…”
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Modelling Equities with a Stochastic Volatility Jump Diffusion by Gorven, Matthew

“…African Institute of Financial Markets and Risk Management…”
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Model Calibration with Machine Learning by Haussamer, Nicolai Haussamer

“…African Institute of Financial Markets and Risk Management…”
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Term structure models with unspanned factors and unspanned stochastic volatility by Backwell, Alexander

“…African Institute of Financial Markets and Risk Management…”
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Kalman Filtering and the Estimation of Multi-factor Affine Term Structure Models by Tokwe,Thabo

“…African Institute of Financial Markets and Risk Management…”
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Employee Stock Option Valuation with Earnings-Based Vesting Condition by Patel, Kavir

“…African Institute of Financial Markets and Risk Management…”
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Bid-Ask Spread Modelling in the South African Bond Market by Shaw, Matthew

“…African Institute of Financial Markets and Risk Management…”
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Pricing swaptions on amortising swaps by Masutha, Ndinae Nico

“…African Institute of Financial Markets and Risk Management…”
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Sequential Calibration of Asset Pricing Models to Option Prices by Oagile, Joel

“…African Institute of Financial Markets and Risk Management…”
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Stokvels: bringing together borrowers, savers, and investors by Xiphu, Thandile

“…African Institute of Financial Markets and Risk Management…”
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KVA in Black Scholes Pricing by Pavlou, Petro

“…African Institute of Financial Markets and Risk Management…”
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Approximating the Heston-Hull-White Model by Patel, Riaz

“…African Institute of Financial Markets and Risk Management…”
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A Feasibility Study on Using the Blockchain to Build a Credit Register for Individuals Who Do Not Have Access to Traditional Credit Scores by Ortlepp, Bryony

“…African Institute of Financial Markets and Risk Management…”
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Potential Future Exposure in the Presence of Initial Margin by Nevin, James

“…African Institute of Financial Markets and Risk Management…”
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Implementation of numerical Fourier method for second order Taylor schemes by Mashalaba, Qaphela

“…African Institute of Financial Markets and Risk Management…”
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