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Benefits of a Tree-Based model for stock selection in a South African context
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Strategies of the unemployed: does moving allow the unemployed to get ahead?
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Utility driven change of measure
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A survey and implementation of some calibration algorithms for the SABR and Heston models
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Political economy of port institutional and pricing reform in South Africa
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Two dimensional COS method for pricing early-exercise and discrete barrier options under the Heston Model
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Efficient implementation of the Heston-Hull & White model
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An evaluation of the proposed IFRS 4 Phase II measurement methodology: the impact of South African life insurers
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Hawkes processes and some financial applications
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Volatility derivatives in the Heston framework
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Estimating credit default swap spreads from equity data
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Realised volatility estimators
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Robust portfolio construction using sorting signatures
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Hedge fund of funds investment process : a South African perspective
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Modelling illiquid volatility skews
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Constructing volatility surfaces for managed funds
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Recovery theorem: expounded and applied
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Pairs trading: a copula approach
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Investigation of factor rotation routines in principal component analysis of stock returns
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Investigating talent attraction: percieved attractiveness of non-financial reward elements by means of an experimental design
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