Recursive marginal quantization: extensions and applications in finance by Rudd, Ralph

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Efficiency and integration in the Zambian sugar market : analysing price transmission, price formation and policy

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Liquidity risk and no arbitrage by El Ghandour, Laila

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Cubature methods and applications to option pricing by Matchie, Lydienne

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Price setting behaviour of manufacturing firms in South Africa

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Calibrating the LIBOR market model to swaptions with an extension for illiquidity in South Africa by Moodliyar, Leenesh

“…The calibration generates a stable volatility term structure with the instantaneous forward rate volatilities being positive and real. Through an extension of the calibration we are able to capture the benefits of a pure replication component and accommodate a large unhedgeable component in the price faced by life insurance companies in South Africa.…”
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Option pricing using hidden Markov models by Anderson, Michael

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A Market approach to balance services pricing

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The pricing of barley in the Northern Cape production regions

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Evaluating the prospect to hedge maize price risk against the Johannesburg Stock Exchange Commodity Derivatives Market prices : The case of Eswatini

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Measuring the impact of Swaziland's import licensing and price-setting policy on price dynamics between South African and Swaziland maize markets

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Modelling extensive beef cattle production systems for computerised decision support in South Africa

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A multiplicative components model for oil price forecasting by El-Abbadi, Hoda Maged

“…This thesis proposes a new model for forecasting nominal oil prices inspired by the financial volatility literature. …”
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Responding to a city's water prices : the case of Tshwane

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A finite element approach to pricing Barrier options

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From Climate to Contracts: Advancing Temperature Options Pricing by Hussein, Karim

“…Weather derivatives are an extension of this adaptive behavior of the humankind seeking to hedge against weather related risks. …”
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Impact of branding indicators on a company share price

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The effect of food price shocks on poverty in South Africa

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Analysis of main determinants of soybean price volatility in Malawi

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Perturbation methods in derivatives pricing under stochastic volatility by Kateregga, Michael

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