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  1. Benefits of a Tree-Based model for stock selection in a South African context by Giuricich, Mario Nicolo

    Published 2014
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    Thesis
  2. Strategies of the unemployed: does moving allow the unemployed to get ahead? by Ebrahim, Amina

    Published 2014
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  3. Utility driven change of measure by Carolissen, Kendall

    Published 2014
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  4. A survey and implementation of some calibration algorithms for the SABR and Heston models by Webber, Caroline

    Published 2014
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  5. Political economy of port institutional and pricing reform in South Africa by Zulu, Jessicah Maneya

    Published 2014
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  6. Two dimensional COS method for pricing early-exercise and discrete barrier options under the Heston Model by Moir, Richard

    Published 2014
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  7. Efficient implementation of the Heston-Hull & White model by Maze, Sheldon

    Published 2014
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  8. An evaluation of the proposed IFRS 4 Phase II measurement methodology: the impact of South African life insurers by Marszalek, Szymon

    Published 2014
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  9. Hawkes processes and some financial applications by Lapham, Brendon M

    Published 2014
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  10. Volatility derivatives in the Heston framework by Kriel, Hiltje

    Published 2014
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  11. Estimating credit default swap spreads from equity data by Kooverjee, Jateen

    Published 2014
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  12. Realised volatility estimators by Königkrämer, Sören

    Published 2014
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  13. Robust portfolio construction using sorting signatures by Kasenene, Lillian

    Published 2014
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  14. Hedge fund of funds investment process : a South African perspective by Hossain, Mahzabeen Natasha

    Published 2014
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  15. Modelling illiquid volatility skews by Crowther, Servaas Marcus

    Published 2014
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  16. Constructing volatility surfaces for managed funds by Brinkman, Trevor Joseph

    Published 2014
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  17. Recovery theorem: expounded and applied by Backwell, Alex

    Published 2014
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  18. Pairs trading: a copula approach by Augustine, Cecilia

    Published 2014
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  19. Investigation of factor rotation routines in principal component analysis of stock returns by Weimar, Nicole

    Published 2014
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  20. Investigating talent attraction: percieved attractiveness of non-financial reward elements by means of an experimental design by Thompson, Nicola Claire

    Published 2014
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