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    ITIKI: Bridge between African indigenous knowledge and modern science on drought prediction by Masinde, Euphraith Muthoni

    Published 2014
    “…Department of Computer Science…”
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    Garbage collection of the PLAVA object store by Schulz, Michael F

    Published 2014
    “…Department of Computer Science…”
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    Using programming tools in virtual environments by Yang, Shih-min

    Published 2014
    “…Department of Computer Science…”
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    Flaws, approximations and uncertainties in the estimation of the exposed-to-risk by Slawski, J K

    Published 2014
    “…Division of Actuarial Science…”
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    An object-oriented library for shared-memory parallel simulations by Machanick, Philip

    Published 2014
    “…Department of Computer Science…”
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    Two dimensional COS method for pricing early-exercise and discrete barrier options under the Heston Model by Moir, Richard

    Published 2014
    “…Division of Actuarial Science…”
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    Efficient implementation of the Heston-Hull & White model by Maze, Sheldon

    Published 2014
    “…Division of Actuarial Science…”
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    An evaluation of the proposed IFRS 4 Phase II measurement methodology: the impact of South African life insurers by Marszalek, Szymon

    Published 2014
    “…Division of Actuarial Science…”
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    Hawkes processes and some financial applications by Lapham, Brendon M

    Published 2014
    “…Division of Actuarial Science…”
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    Volatility derivatives in the Heston framework by Kriel, Hiltje

    Published 2014
    “…Division of Actuarial Science…”
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    Estimating credit default swap spreads from equity data by Kooverjee, Jateen

    Published 2014
    “…Division of Actuarial Science…”
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    Realised volatility estimators by Königkrämer, Sören

    Published 2014
    “…Division of Actuarial Science…”
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    Robust portfolio construction using sorting signatures by Kasenene, Lillian

    Published 2014
    “…Division of Actuarial Science…”
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    Hedge fund of funds investment process : a South African perspective by Hossain, Mahzabeen Natasha

    Published 2014
    “…Division of Actuarial Science…”
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    Modelling illiquid volatility skews by Crowther, Servaas Marcus

    Published 2014
    “…Division of Actuarial Science…”
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    Constructing volatility surfaces for managed funds by Brinkman, Trevor Joseph

    Published 2014
    “…Division of Actuarial Science…”
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    Recovery theorem: expounded and applied by Backwell, Alex

    Published 2014
    “…Division of Actuarial Science…”
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    Pairs trading: a copula approach by Augustine, Cecilia

    Published 2014
    “…Division of Actuarial Science…”
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    Investigation of factor rotation routines in principal component analysis of stock returns by Weimar, Nicole

    Published 2014
    “…Division of Actuarial Science…”
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    Incompatibility of lognormal forward-Libor and Swap market models by Goschen, Wayne S

    Published 2014
    “…Department of Computer Science…”
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