Search Results - Mare, Eben

Refine Results
  1. Cover Image

    Investigating the use of machine learning to value contingent claims

    Published 2025
    Other Authors: “…Mare, Eben…”
    Get full text
    Full Text Available
    Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  2. Cover Image

    Application of Chebyshev approximation techniques applied to banking risk calculations

    Published 2025
    Other Authors: “…Mare, Eben…”
    Get full text
    Get full text
    Full Text Available
    Access Full Text at Repository Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  3. Cover Image

    An analytical examination of retirement strategies in South Africa

    Published 2025
    Other Authors: “…Mare, Eben…”
    Get full text
    Get full text
    Full Text Available
    Access Full Text at Repository Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  4. Cover Image

    Examining non-parallel interest rate risk premia with a focus on South African markets

    Published 2025
    Other Authors: “…Mare, Eben…”
    Get full text
    Full Text Available
    Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  5. Cover Image

    The valuation and calibration of convertible bonds

    Published 2013
    Other Authors: “…Mare, Eben…”
    Get full text
    Get full text
    Full Text Available
    Access Full Text at Repository Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  6. Cover Image

    Long term extrapolation and hedging of the South African yield curve

    Published 2013
    Other Authors: “…Mare, Eben…”
    Get full text
    Get full text
    Full Text Available
    Access Full Text at Repository Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  7. Cover Image

    An investigation into popular methods for constructing yield curves

    Published 2013
    Other Authors: “…Mare, Eben…”
    Get full text
    Get full text
    Full Text Available
    Access Full Text at Repository Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  8. Cover Image

    Trading mortality

    Published 2013
    Other Authors: “…Mare, Eben…”
    Get full text
    Get full text
    Full Text Available
    Access Full Text at Repository Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  9. Cover Image

    The Libor market model and its calibration to the South African market

    Published 2013
    Other Authors: “…Mare, Eben…”
    Get full text
    Get full text
    Full Text Available
    Access Full Text at Repository Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  10. Cover Image

    Credit valuation adjustments with application to credit default swaps

    Published 2013
    Other Authors: “…Mare, Eben…”
    Get full text
    Get full text
    Full Text Available
    Access Full Text at Repository Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  11. Cover Image

    A brief analysis of certain numerical methods used to solve stochastic differential equations

    Published 2013
    Other Authors: “…Mare, Eben…”
    Get full text
    Get full text
    Full Text Available
    Access Full Text at Repository Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  12. Cover Image

    Black economic empowerment transactions and employee share options : features of non-traded call options in the South African market

    Published 2013
    Other Authors: “…Mare, Eben…”
    Get full text
    Get full text
    Full Text Available
    Access Full Text at Repository Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  13. Cover Image

    Measuring counterparty credit risk : an overview of the theory and practice

    Published 2013
    Other Authors: “…Mare, Eben…”
    Get full text
    Get full text
    Full Text Available
    Access Full Text at Repository Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  14. Cover Image

    The Du Fort and Frankel finite difference scheme applied to and adapted for a class of finance problems

    Published 2013
    Other Authors: “…Mare, Eben…”
    Get full text
    Get full text
    Full Text Available
    Access Full Text at Repository Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  15. Cover Image

    Valuation models for credit portfolios and collateralised debt obligations

    Published 2013
    Other Authors: “…Mare, Eben…”
    Get full text
    Get full text
    Full Text Available
    Access Full Text at Repository Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  16. Cover Image

    Macroeconomic stress testing of a corporate credit portfolio

    Published 2014
    Other Authors: “…Mare, Eben…”
    Get full text
    Full Text Available
    Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  17. Cover Image

    Investigating stochastic portfolio theory with applications to the South African equity market

    Published 2014
    Other Authors: “…Mare, Eben…”
    Get full text
    Full Text Available
    Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  18. Cover Image

    A study on interest rate basis - risk models after the 2008 liquidity crunch

    Published 2015
    Other Authors: “…Mare, Eben…”
    Get full text
    Full Text Available
    Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  19. Cover Image

    Outlining a practical approach to price and hedge minimum rate of return guarantees embedded in recurring - contribution life insurance contracts

    Published 2015
    Other Authors: “…Mare, Eben…”
    Get full text
    Full Text Available
    Access Full Text at Repository
    Thesis
    Save to List
    Saved in:
  20. Cover Image

    A comparative study of tree - based models and their applications in modern nance

    Published 2015
    Other Authors: “…Mare, Eben…”
    Get full text
    Full Text Available
    Access Full Text at Repository
    Thesis
    Save to List
    Saved in:

Search Tools: