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3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market
Includes abstract.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Economics
2015
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| _version_ | 1867613262869168129 |
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| access_status_str | Open Access |
| author | Ndebele, Ndumiso |
| author2 | Jones, Samantha |
| author_browse | Jones, Samantha Ndebele, Ndumiso |
| author_facet | Jones, Samantha Ndebele, Ndumiso |
| author_sort | Ndebele, Ndumiso |
| collection | Thesis |
| description | Includes abstract. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/11468 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:33:21.255Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2015 |
| publishDateRange | 2015 |
| publishDateSort | 2015 |
| publisher | School of Economics |
| publisherStr | School of Economics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/11468 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market Ndebele, Ndumiso Jones, Samantha Touna-Mama, Albert Financial Mathematics Includes abstract. Includes bibliographical references (leaves 35-36). Due to the 2008 financial crisis, investors have become more risk averse in investing in equities and have increased their holdings in bonds as they are believed to be less risky. However, South African interest rates have been volatile over the past decade due to changes in the inflation rate. This has caused the returns of bond portfolios to be uncertain since bond prices are inversely related to interest rates. It is thus imperative to manage the interest rate risk inherent in bond portfolios so that institutional investors can achieve their mandates and targeted returns. 2015-01-05T18:46:33Z 2015-01-05T18:46:33Z 2011 Master Thesis Masters MPhil http://hdl.handle.net/11427/11468 eng application/pdf School of Economics Faculty of Commerce University of Cape Town |
| spellingShingle | Financial Mathematics Ndebele, Ndumiso 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market |
| thesis_degree_str | Master's |
| title | 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market |
| title_full | 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market |
| title_fullStr | 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market |
| title_full_unstemmed | 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market |
| title_short | 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market |
| title_sort | 3 month bond option strategies an analysis of performance from 1998 to 2010 in the south african market |
| topic | Financial Mathematics |
| url | http://hdl.handle.net/11427/11468 |
| work_keys_str_mv | AT ndebelendumiso 3monthbondoptionstrategiesananalysisofperformancefrom1998to2010inthesouthafricanmarket |