Evaluation of the South African equity markets in a value-at-risk framework

Subjects: “…Financial Engineering…”
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A stochastic water-market pricing model for an emerging city in the case of South Africa

Subjects: “…Financial Engineering…”
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Investigating stochastic portfolio theory with applications to the South African equity market

Subjects: “…Financial Engineering…”
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The Du Fort and Frankel finite difference scheme applied to and adapted for a class of finance problems

Subjects: “…Financial engineering…”
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Credit scoring using machine learning : an application of deep learning

Subjects: “…Financial Engineering…”
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Crafting asset allocation for a re-insurer via portfolio optimisation by Abdulla, Mubeen

Subjects: “…Financial engineering…”
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Identifying the key decisional aspects for multifocal financial service providers in South Africa

Subjects: “…Financial Engineering…”
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Applying stochastic volatility models in the risk-neutral and real-world probability measures

Subjects: “…Financial engineering…”
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