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Dept: Division of Actuarial Science

You searched for subject:( Finance). Showing records 1 – 30 of 64 total matches.

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University of Cape Town

1. Giuricich, Mario Nicolo. Index-linked catastrophe instrument valuation.

Degree: PhD, Division of Actuarial Science, 2018, University of Cape Town

 This thesis proposes four contributions to the literature on index-linked catastrophe instrument valuation. Invariably, any exercise to find index-linked catastrophe instrument prices involves three key… (more)

Subjects/Keywords: Quantitative Finance

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APA (6th Edition):

Giuricich, M. N. (2018). Index-linked catastrophe instrument valuation. (Doctoral Dissertation). University of Cape Town. Retrieved from http://hdl.handle.net/11427/29642

Chicago Manual of Style (16th Edition):

Giuricich, Mario Nicolo. “Index-linked catastrophe instrument valuation.” 2018. Doctoral Dissertation, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/29642.

MLA Handbook (7th Edition):

Giuricich, Mario Nicolo. “Index-linked catastrophe instrument valuation.” 2018. Web. 20 Jun 2019.

Vancouver:

Giuricich MN. Index-linked catastrophe instrument valuation. [Internet] [Doctoral dissertation]. University of Cape Town; 2018. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/29642.

Council of Science Editors:

Giuricich MN. Index-linked catastrophe instrument valuation. [Doctoral Dissertation]. University of Cape Town; 2018. Available from: http://hdl.handle.net/11427/29642


University of Cape Town

2. Strugnell, Dave. Beta, size and value effects on the JSE Securities Exchange, 1994-2007.

Degree: Image, Division of Actuarial Science, 2010, University of Cape Town

Subjects/Keywords: Finance

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APA (6th Edition):

Strugnell, D. (2010). Beta, size and value effects on the JSE Securities Exchange, 1994-2007. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/5806

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Strugnell, Dave. “Beta, size and value effects on the JSE Securities Exchange, 1994-2007.” 2010. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/5806.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Strugnell, Dave. “Beta, size and value effects on the JSE Securities Exchange, 1994-2007.” 2010. Web. 20 Jun 2019.

Vancouver:

Strugnell D. Beta, size and value effects on the JSE Securities Exchange, 1994-2007. [Internet] [Thesis]. University of Cape Town; 2010. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/5806.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Strugnell D. Beta, size and value effects on the JSE Securities Exchange, 1994-2007. [Thesis]. University of Cape Town; 2010. Available from: http://hdl.handle.net/11427/5806

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

3. Baker, Christopher. Mixed Monte Carlo in the foreign exchange market.

Degree: Image, Division of Actuarial Science, 2017, University of Cape Town

 The stochastic differential equation (SDE) describing the spot FX rate is of central importance to modelling FX derivatives. A Monte Carlo estimate of the discounted… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Baker, C. (2017). Mixed Monte Carlo in the foreign exchange market. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/25193

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Baker, Christopher. “Mixed Monte Carlo in the foreign exchange market.” 2017. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/25193.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Baker, Christopher. “Mixed Monte Carlo in the foreign exchange market.” 2017. Web. 20 Jun 2019.

Vancouver:

Baker C. Mixed Monte Carlo in the foreign exchange market. [Internet] [Thesis]. University of Cape Town; 2017. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/25193.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Baker C. Mixed Monte Carlo in the foreign exchange market. [Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/25193

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

4. Makhuvha, Vuyo. Quantifying the impact of adding an unlisted credit asset to a portfolio of listed credit assets.

Degree: Image, Division of Actuarial Science, 2017, University of Cape Town

 Skilled construction workers play a vital role in the delivery of construction projects. However, there has been report off their shortage within the Nigerian construction… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Makhuvha, V. (2017). Quantifying the impact of adding an unlisted credit asset to a portfolio of listed credit assets. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/27103

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Makhuvha, Vuyo. “Quantifying the impact of adding an unlisted credit asset to a portfolio of listed credit assets.” 2017. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/27103.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Makhuvha, Vuyo. “Quantifying the impact of adding an unlisted credit asset to a portfolio of listed credit assets.” 2017. Web. 20 Jun 2019.

Vancouver:

Makhuvha V. Quantifying the impact of adding an unlisted credit asset to a portfolio of listed credit assets. [Internet] [Thesis]. University of Cape Town; 2017. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/27103.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Makhuvha V. Quantifying the impact of adding an unlisted credit asset to a portfolio of listed credit assets. [Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/27103

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

5. Muzenda, Nevison. Analysis of CDO tranche valuation and the 2008 credit crisis.

Degree: Image, Division of Actuarial Science, 2013, University of Cape Town

 The causes of the 2008 financial crisis were wide ranging. Some financial commentators have suggested there were significant inadequacies in the models used to price… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Muzenda, N. (2013). Analysis of CDO tranche valuation and the 2008 credit crisis. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/11093

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Muzenda, Nevison. “Analysis of CDO tranche valuation and the 2008 credit crisis.” 2013. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/11093.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Muzenda, Nevison. “Analysis of CDO tranche valuation and the 2008 credit crisis.” 2013. Web. 20 Jun 2019.

Vancouver:

Muzenda N. Analysis of CDO tranche valuation and the 2008 credit crisis. [Internet] [Thesis]. University of Cape Town; 2013. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/11093.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Muzenda N. Analysis of CDO tranche valuation and the 2008 credit crisis. [Thesis]. University of Cape Town; 2013. Available from: http://hdl.handle.net/11427/11093

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

6. Holder, Nicole. Testing adaptive market efficiency under the assumption of stochastic volatility.

Degree: Image, Division of Actuarial Science, 2017, University of Cape Town

 This dissertation explores the adaptive market hypothesis (AMH) first proposed by Lo (2004) which incorporates the efficient market hypothesis (EMH) of Malkiel and Fama (1970)… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Holder, N. (2017). Testing adaptive market efficiency under the assumption of stochastic volatility. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/27101

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Holder, Nicole. “Testing adaptive market efficiency under the assumption of stochastic volatility.” 2017. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/27101.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Holder, Nicole. “Testing adaptive market efficiency under the assumption of stochastic volatility.” 2017. Web. 20 Jun 2019.

Vancouver:

Holder N. Testing adaptive market efficiency under the assumption of stochastic volatility. [Internet] [Thesis]. University of Cape Town; 2017. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/27101.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Holder N. Testing adaptive market efficiency under the assumption of stochastic volatility. [Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/27101

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

7. De Beer, Jarred. Accelerated Adjoint Algorithmic Differentiation with Applications in Finance.

Degree: Image, Division of Actuarial Science, 2017, University of Cape Town

 Adjoint Differentiation's (AD) ability to calculate Greeks efficiently and to machine precision while scaling in constant time to the number of input variables is attractive… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

De Beer, J. (2017). Accelerated Adjoint Algorithmic Differentiation with Applications in Finance. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/24888

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

De Beer, Jarred. “Accelerated Adjoint Algorithmic Differentiation with Applications in Finance.” 2017. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/24888.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

De Beer, Jarred. “Accelerated Adjoint Algorithmic Differentiation with Applications in Finance.” 2017. Web. 20 Jun 2019.

Vancouver:

De Beer J. Accelerated Adjoint Algorithmic Differentiation with Applications in Finance. [Internet] [Thesis]. University of Cape Town; 2017. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/24888.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

De Beer J. Accelerated Adjoint Algorithmic Differentiation with Applications in Finance. [Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/24888

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

8. Kooverjee, Jateen. Estimating credit default swap spreads from equity data.

Degree: Image, Division of Actuarial Science, 2014, University of Cape Town

 Corporate bonds are an attractive form of investment as they provide higher returns than government bonds. This increase in returns is usually associated with an… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Kooverjee, J. (2014). Estimating credit default swap spreads from equity data. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/8525

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kooverjee, Jateen. “Estimating credit default swap spreads from equity data.” 2014. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/8525.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kooverjee, Jateen. “Estimating credit default swap spreads from equity data.” 2014. Web. 20 Jun 2019.

Vancouver:

Kooverjee J. Estimating credit default swap spreads from equity data. [Internet] [Thesis]. University of Cape Town; 2014. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/8525.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kooverjee J. Estimating credit default swap spreads from equity data. [Thesis]. University of Cape Town; 2014. Available from: http://hdl.handle.net/11427/8525

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

9. Marufu, Humphery. Reinsurance and dividend management.

Degree: Image, Division of Actuarial Science, 2014, University of Cape Town

 In this dissertation we set to find the dual optimal policy of a dividend payout scheme for shareholders with a risk-averse utility function and the… (more)

Subjects/Keywords: Mathematical Finance

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Marufu, H. (2014). Reinsurance and dividend management. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/13223

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Marufu, Humphery. “Reinsurance and dividend management.” 2014. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/13223.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Marufu, Humphery. “Reinsurance and dividend management.” 2014. Web. 20 Jun 2019.

Vancouver:

Marufu H. Reinsurance and dividend management. [Internet] [Thesis]. University of Cape Town; 2014. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/13223.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Marufu H. Reinsurance and dividend management. [Thesis]. University of Cape Town; 2014. Available from: http://hdl.handle.net/11427/13223

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

10. Pillay, Aveshen. Extracting risk aversion estimates from option prices/implied volatility.

Degree: Image, Division of Actuarial Science, 2010, University of Cape Town

 The risk neutral density function is the distribution implied by the market price of derivative securities, namely options. It encloses the assumption that arbi-trage free… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Pillay, A. (2010). Extracting risk aversion estimates from option prices/implied volatility. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/11350

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pillay, Aveshen. “Extracting risk aversion estimates from option prices/implied volatility.” 2010. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/11350.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pillay, Aveshen. “Extracting risk aversion estimates from option prices/implied volatility.” 2010. Web. 20 Jun 2019.

Vancouver:

Pillay A. Extracting risk aversion estimates from option prices/implied volatility. [Internet] [Thesis]. University of Cape Town; 2010. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/11350.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pillay A. Extracting risk aversion estimates from option prices/implied volatility. [Thesis]. University of Cape Town; 2010. Available from: http://hdl.handle.net/11427/11350

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

11. Bailey, Geraldine. Robust portfolio construction controlling the alpha-weight angle.

Degree: Image, Division of Actuarial Science, 2013, University of Cape Town

 Estimation risk is widely seen to have a significant impact on mean-variance portfolios and is one of the major reasons the standard Markowitz theory has… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Bailey, G. (2013). Robust portfolio construction controlling the alpha-weight angle. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/5812

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bailey, Geraldine. “Robust portfolio construction controlling the alpha-weight angle.” 2013. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/5812.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bailey, Geraldine. “Robust portfolio construction controlling the alpha-weight angle.” 2013. Web. 20 Jun 2019.

Vancouver:

Bailey G. Robust portfolio construction controlling the alpha-weight angle. [Internet] [Thesis]. University of Cape Town; 2013. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/5812.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bailey G. Robust portfolio construction controlling the alpha-weight angle. [Thesis]. University of Cape Town; 2013. Available from: http://hdl.handle.net/11427/5812

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

12. McPetrie, Christopher Lindsay. Adjoint Venture: Fast Greeks with Adjoint Algorithmic Differentiation.

Degree: Image, Division of Actuarial Science, 2017, University of Cape Town

 This dissertation seeks to discuss the adjoint approach to solving affine recursion problems (ARPs) in the context of computing sensitivities of financial instruments. It is… (more)

Subjects/Keywords: Mathematical Finance

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

McPetrie, C. L. (2017). Adjoint Venture: Fast Greeks with Adjoint Algorithmic Differentiation. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/25412

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

McPetrie, Christopher Lindsay. “Adjoint Venture: Fast Greeks with Adjoint Algorithmic Differentiation.” 2017. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/25412.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

McPetrie, Christopher Lindsay. “Adjoint Venture: Fast Greeks with Adjoint Algorithmic Differentiation.” 2017. Web. 20 Jun 2019.

Vancouver:

McPetrie CL. Adjoint Venture: Fast Greeks with Adjoint Algorithmic Differentiation. [Internet] [Thesis]. University of Cape Town; 2017. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/25412.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

McPetrie CL. Adjoint Venture: Fast Greeks with Adjoint Algorithmic Differentiation. [Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/25412

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

13. Crowther, Servaas Marcus. Modelling illiquid volatility skews.

Degree: Image, Division of Actuarial Science, 2014, University of Cape Town

 Most markets trade liquidly in options on the market index, in fact they often trade at a wide range of strike levels. Thus, using the… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Crowther, S. M. (2014). Modelling illiquid volatility skews. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/8529

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Crowther, Servaas Marcus. “Modelling illiquid volatility skews.” 2014. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/8529.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Crowther, Servaas Marcus. “Modelling illiquid volatility skews.” 2014. Web. 20 Jun 2019.

Vancouver:

Crowther SM. Modelling illiquid volatility skews. [Internet] [Thesis]. University of Cape Town; 2014. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/8529.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Crowther SM. Modelling illiquid volatility skews. [Thesis]. University of Cape Town; 2014. Available from: http://hdl.handle.net/11427/8529

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

14. Mvubu, Thokozani. Portfolio constuction using robust weight functions.

Degree: Image, Division of Actuarial Science, 2010, University of Cape Town

 The Markowitz portfolio selection model has formed the foundation from which all the other portfolio selection models are formulated. The Sharpe Single Index and the… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Mvubu, T. (2010). Portfolio constuction using robust weight functions. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/5807

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mvubu, Thokozani. “Portfolio constuction using robust weight functions.” 2010. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/5807.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mvubu, Thokozani. “Portfolio constuction using robust weight functions.” 2010. Web. 20 Jun 2019.

Vancouver:

Mvubu T. Portfolio constuction using robust weight functions. [Internet] [Thesis]. University of Cape Town; 2010. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/5807.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mvubu T. Portfolio constuction using robust weight functions. [Thesis]. University of Cape Town; 2010. Available from: http://hdl.handle.net/11427/5807

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

15. Marks, Dean. Monte Carlo methods for the estimation of value-at-risk and related risk measures.

Degree: Image, Division of Actuarial Science, 2011, University of Cape Town

 Nested Monte Carlo is a computationally expensive exercise. The main contributions we present in this thesis are the formulation of efficient algorithms to perform nested… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Marks, D. (2011). Monte Carlo methods for the estimation of value-at-risk and related risk measures. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/10966

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Marks, Dean. “Monte Carlo methods for the estimation of value-at-risk and related risk measures.” 2011. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/10966.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Marks, Dean. “Monte Carlo methods for the estimation of value-at-risk and related risk measures.” 2011. Web. 20 Jun 2019.

Vancouver:

Marks D. Monte Carlo methods for the estimation of value-at-risk and related risk measures. [Internet] [Thesis]. University of Cape Town; 2011. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/10966.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Marks D. Monte Carlo methods for the estimation of value-at-risk and related risk measures. [Thesis]. University of Cape Town; 2011. Available from: http://hdl.handle.net/11427/10966

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

16. Haddad, Zavier. Value-add in technical analysis on the JSE Bond Market.

Degree: Image, Division of Actuarial Science, 2017, University of Cape Town

 Trading on the JSE Bond Market is still done in an archaic fashion when compared to the highly digitalised trading done within the equities markets… (more)

Subjects/Keywords: Mathematical Finance

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Haddad, Z. (2017). Value-add in technical analysis on the JSE Bond Market. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/26864

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Haddad, Zavier. “Value-add in technical analysis on the JSE Bond Market.” 2017. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/26864.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Haddad, Zavier. “Value-add in technical analysis on the JSE Bond Market.” 2017. Web. 20 Jun 2019.

Vancouver:

Haddad Z. Value-add in technical analysis on the JSE Bond Market. [Internet] [Thesis]. University of Cape Town; 2017. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/26864.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Haddad Z. Value-add in technical analysis on the JSE Bond Market. [Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/26864

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

17. Van der Merwe, Justin. Pricing index-linked catastrophe bonds via Monte Carlo simulation.

Degree: Image, Division of Actuarial Science, 2016, University of Cape Town

 The pricing framework used in this dissertation allows for the specification of catastrophe risk under the real-world measure. This gives the user a great deal… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Van der Merwe, J. (2016). Pricing index-linked catastrophe bonds via Monte Carlo simulation. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/20647

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Van der Merwe, Justin. “Pricing index-linked catastrophe bonds via Monte Carlo simulation.” 2016. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/20647.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Van der Merwe, Justin. “Pricing index-linked catastrophe bonds via Monte Carlo simulation.” 2016. Web. 20 Jun 2019.

Vancouver:

Van der Merwe J. Pricing index-linked catastrophe bonds via Monte Carlo simulation. [Internet] [Thesis]. University of Cape Town; 2016. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/20647.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Van der Merwe J. Pricing index-linked catastrophe bonds via Monte Carlo simulation. [Thesis]. University of Cape Town; 2016. Available from: http://hdl.handle.net/11427/20647

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

18. Dube, Tinashe Alison. Ex-ante evaluation of investment performance fees using spread options.

Degree: Image, Division of Actuarial Science, 2017, University of Cape Town

 This dissertation analyses ex-ante asymmetric performance fee structures used by South African Mutual Funds and estimates performance fees some time before the fees are paid.… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Dube, T. A. (2017). Ex-ante evaluation of investment performance fees using spread options. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/27070

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dube, Tinashe Alison. “Ex-ante evaluation of investment performance fees using spread options.” 2017. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/27070.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dube, Tinashe Alison. “Ex-ante evaluation of investment performance fees using spread options.” 2017. Web. 20 Jun 2019.

Vancouver:

Dube TA. Ex-ante evaluation of investment performance fees using spread options. [Internet] [Thesis]. University of Cape Town; 2017. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/27070.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dube TA. Ex-ante evaluation of investment performance fees using spread options. [Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/27070

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

19. Sender, Nina Alexandra. Multi-curve bootstrapping and implied discounting curves in illiquid markets.

Degree: Image, Division of Actuarial Science, 2017, University of Cape Town

 The credit and liquidity crisis of 2007 has triggered a number of inconsistencies in the interest rate market, questioning some of the standard methods and… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Sender, N. A. (2017). Multi-curve bootstrapping and implied discounting curves in illiquid markets. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/25447

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sender, Nina Alexandra. “Multi-curve bootstrapping and implied discounting curves in illiquid markets.” 2017. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/25447.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sender, Nina Alexandra. “Multi-curve bootstrapping and implied discounting curves in illiquid markets.” 2017. Web. 20 Jun 2019.

Vancouver:

Sender NA. Multi-curve bootstrapping and implied discounting curves in illiquid markets. [Internet] [Thesis]. University of Cape Town; 2017. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/25447.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sender NA. Multi-curve bootstrapping and implied discounting curves in illiquid markets. [Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/25447

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

20. Rwexana, Kwaku. Pricing a Bermudan option under the constant elasticity of variance model.

Degree: Image, Division of Actuarial Science, 2017, University of Cape Town

 This dissertation investigates the computational efficiency and accuracy of three methodologies in the pricing of a Bermudan option, under the constant elasticity of variance (CEV)… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Rwexana, K. (2017). Pricing a Bermudan option under the constant elasticity of variance model. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/27374

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rwexana, Kwaku. “Pricing a Bermudan option under the constant elasticity of variance model.” 2017. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/27374.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rwexana, Kwaku. “Pricing a Bermudan option under the constant elasticity of variance model.” 2017. Web. 20 Jun 2019.

Vancouver:

Rwexana K. Pricing a Bermudan option under the constant elasticity of variance model. [Internet] [Thesis]. University of Cape Town; 2017. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/27374.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rwexana K. Pricing a Bermudan option under the constant elasticity of variance model. [Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/27374

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

21. Hutheram, Nikhil Arnaidas. A comparative analysis of non-linear techniques in South African stock selection.

Degree: Image, Division of Actuarial Science, 2015, University of Cape Town

 Forecasting stock performance has long been one of the primary objectives of financial practitioners. Literature has shown that the classical linear approach to modelling the… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Hutheram, N. A. (2015). A comparative analysis of non-linear techniques in South African stock selection. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/15732

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hutheram, Nikhil Arnaidas. “A comparative analysis of non-linear techniques in South African stock selection.” 2015. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/15732.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hutheram, Nikhil Arnaidas. “A comparative analysis of non-linear techniques in South African stock selection.” 2015. Web. 20 Jun 2019.

Vancouver:

Hutheram NA. A comparative analysis of non-linear techniques in South African stock selection. [Internet] [Thesis]. University of Cape Town; 2015. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/15732.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hutheram NA. A comparative analysis of non-linear techniques in South African stock selection. [Thesis]. University of Cape Town; 2015. Available from: http://hdl.handle.net/11427/15732

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

22. Dalton, Rowan. Modelling stochastic multi-curve basis.

Degree: Image, Division of Actuarial Science, 2017, University of Cape Town

 As a consequence of the 2007 financial crisis, the market has shifted towards a multi-curve approach in modelling the prevailing interest rate environment. Currently, there… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Dalton, R. (2017). Modelling stochastic multi-curve basis. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/27102

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dalton, Rowan. “Modelling stochastic multi-curve basis.” 2017. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/27102.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dalton, Rowan. “Modelling stochastic multi-curve basis.” 2017. Web. 20 Jun 2019.

Vancouver:

Dalton R. Modelling stochastic multi-curve basis. [Internet] [Thesis]. University of Cape Town; 2017. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/27102.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dalton R. Modelling stochastic multi-curve basis. [Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/27102

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

23. Duyvené de Wit, Jean-Jacques. Statistical arbitrage in South Africa.

Degree: Image, Division of Actuarial Science, 2014, University of Cape Town

 This study investigates the performance of a statistical arbitrage portfolio in the South African equity markets. A portfolio of liquid stock pairs that exhibit cointegration… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Duyvené de Wit, J. (2014). Statistical arbitrage in South Africa. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/18603

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Duyvené de Wit, Jean-Jacques. “Statistical arbitrage in South Africa.” 2014. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/18603.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Duyvené de Wit, Jean-Jacques. “Statistical arbitrage in South Africa.” 2014. Web. 20 Jun 2019.

Vancouver:

Duyvené de Wit J. Statistical arbitrage in South Africa. [Internet] [Thesis]. University of Cape Town; 2014. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/18603.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Duyvené de Wit J. Statistical arbitrage in South Africa. [Thesis]. University of Cape Town; 2014. Available from: http://hdl.handle.net/11427/18603

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

24. Schumann, Gareth William. Trolle-Schwartz HJM interest rate model.

Degree: Image, Division of Actuarial Science, 2016, University of Cape Town

 The Trolle and Schwartz (2009) interest rate model prices interest rate derivatives in a generalised stochastic volatility framework. It is a reformulation of the multifactor… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Schumann, G. W. (2016). Trolle-Schwartz HJM interest rate model. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/23030

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Schumann, Gareth William. “Trolle-Schwartz HJM interest rate model.” 2016. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/23030.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Schumann, Gareth William. “Trolle-Schwartz HJM interest rate model.” 2016. Web. 20 Jun 2019.

Vancouver:

Schumann GW. Trolle-Schwartz HJM interest rate model. [Internet] [Thesis]. University of Cape Town; 2016. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/23030.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Schumann GW. Trolle-Schwartz HJM interest rate model. [Thesis]. University of Cape Town; 2016. Available from: http://hdl.handle.net/11427/23030

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

25. MacDevette, Ciaran. An Empirical investigation of the value of High and Low price data to Modern Portfolio Theory.

Degree: Image, Division of Actuarial Science, 2010, University of Cape Town

 It is common practice to use the return series from closing prices in order to estimate the values of variables to be used in Modern… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

MacDevette, C. (2010). An Empirical investigation of the value of High and Low price data to Modern Portfolio Theory. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/5808

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

MacDevette, Ciaran. “An Empirical investigation of the value of High and Low price data to Modern Portfolio Theory.” 2010. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/5808.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

MacDevette, Ciaran. “An Empirical investigation of the value of High and Low price data to Modern Portfolio Theory.” 2010. Web. 20 Jun 2019.

Vancouver:

MacDevette C. An Empirical investigation of the value of High and Low price data to Modern Portfolio Theory. [Internet] [Thesis]. University of Cape Town; 2010. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/5808.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

MacDevette C. An Empirical investigation of the value of High and Low price data to Modern Portfolio Theory. [Thesis]. University of Cape Town; 2010. Available from: http://hdl.handle.net/11427/5808

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

26. Hossain, Mahzabeen Natasha. Hedge fund of funds investment process : a South African perspective.

Degree: Image, Division of Actuarial Science, 2014, University of Cape Town

 The objective of this dissertation is to develop and test an investment process for hedge fund of funds (HFoFs) in South Africa. The dissertation proposes… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Hossain, M. N. (2014). Hedge fund of funds investment process : a South African perspective. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/8528

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hossain, Mahzabeen Natasha. “Hedge fund of funds investment process : a South African perspective.” 2014. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/8528.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hossain, Mahzabeen Natasha. “Hedge fund of funds investment process : a South African perspective.” 2014. Web. 20 Jun 2019.

Vancouver:

Hossain MN. Hedge fund of funds investment process : a South African perspective. [Internet] [Thesis]. University of Cape Town; 2014. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/8528.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hossain MN. Hedge fund of funds investment process : a South African perspective. [Thesis]. University of Cape Town; 2014. Available from: http://hdl.handle.net/11427/8528

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

27. Van Heeswijk, Dirk. Bootstrapping the OIS curve in a South African bank.

Degree: Image, Division of Actuarial Science, 2017, University of Cape Town

 The financial crisis in 2007 highlighted the credit and liquidity risk present in interbank (LIBOR) rates, and resulted in changes to the pricing and valuation… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Van Heeswijk, D. (2017). Bootstrapping the OIS curve in a South African bank. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/27104

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Van Heeswijk, Dirk. “Bootstrapping the OIS curve in a South African bank.” 2017. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/27104.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Van Heeswijk, Dirk. “Bootstrapping the OIS curve in a South African bank.” 2017. Web. 20 Jun 2019.

Vancouver:

Van Heeswijk D. Bootstrapping the OIS curve in a South African bank. [Internet] [Thesis]. University of Cape Town; 2017. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/27104.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Van Heeswijk D. Bootstrapping the OIS curve in a South African bank. [Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/27104

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

28. Davidson, Abby. Currency trios - using geometric concepts to visualise and interpret relationships between currencies.

Degree: Image, Division of Actuarial Science, 2016, University of Cape Town

 A currency trio is a set of three currencies and their respective exchange rates, which have a relationship fixed by a triangular arbitrage condition. This… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Davidson, A. (2016). Currency trios - using geometric concepts to visualise and interpret relationships between currencies. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/23029

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Davidson, Abby. “Currency trios - using geometric concepts to visualise and interpret relationships between currencies.” 2016. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/23029.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Davidson, Abby. “Currency trios - using geometric concepts to visualise and interpret relationships between currencies.” 2016. Web. 20 Jun 2019.

Vancouver:

Davidson A. Currency trios - using geometric concepts to visualise and interpret relationships between currencies. [Internet] [Thesis]. University of Cape Town; 2016. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/23029.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Davidson A. Currency trios - using geometric concepts to visualise and interpret relationships between currencies. [Thesis]. University of Cape Town; 2016. Available from: http://hdl.handle.net/11427/23029

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

29. Maxwell, Daniel. Volatility transformation in a multi-curve setting applied to caps and swaptions.

Degree: Image, Division of Actuarial Science, 2015, University of Cape Town

 The effects of the 2007-08 financial crisis have resulted in a sharp change in the way interest rate markets are viewed as well as modelled.… (more)

Subjects/Keywords: Mathematical Finance

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APA (6th Edition):

Maxwell, D. (2015). Volatility transformation in a multi-curve setting applied to caps and swaptions. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/16693

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Maxwell, Daniel. “Volatility transformation in a multi-curve setting applied to caps and swaptions.” 2015. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/16693.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Maxwell, Daniel. “Volatility transformation in a multi-curve setting applied to caps and swaptions.” 2015. Web. 20 Jun 2019.

Vancouver:

Maxwell D. Volatility transformation in a multi-curve setting applied to caps and swaptions. [Internet] [Thesis]. University of Cape Town; 2015. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/16693.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Maxwell D. Volatility transformation in a multi-curve setting applied to caps and swaptions. [Thesis]. University of Cape Town; 2015. Available from: http://hdl.handle.net/11427/16693

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

30. Kumi, Eric. The Ghana Stock Exchange: Concentration, Diversification, Liquidity.

Degree: Image, Division of Actuarial Science, 2010, University of Cape Town

 Analysts have foiled that concentration of portfolio weights affects portfolio risk. This is a unique feature in small markets whore they tend to be concentrated… (more)

Subjects/Keywords: Mathematical Finance

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kumi, E. (2010). The Ghana Stock Exchange: Concentration, Diversification, Liquidity. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/5809

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kumi, Eric. “The Ghana Stock Exchange: Concentration, Diversification, Liquidity.” 2010. Thesis, University of Cape Town. Accessed June 20, 2019. http://hdl.handle.net/11427/5809.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kumi, Eric. “The Ghana Stock Exchange: Concentration, Diversification, Liquidity.” 2010. Web. 20 Jun 2019.

Vancouver:

Kumi E. The Ghana Stock Exchange: Concentration, Diversification, Liquidity. [Internet] [Thesis]. University of Cape Town; 2010. [cited 2019 Jun 20]. Available from: http://hdl.handle.net/11427/5809.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kumi E. The Ghana Stock Exchange: Concentration, Diversification, Liquidity. [Thesis]. University of Cape Town; 2010. Available from: http://hdl.handle.net/11427/5809

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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