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Time-varying volatility models and indices : a GARCH option pricing approach
Unknown author
(
University of Pretoria
,
2022
)
Top-down stress testing of the largest full service South African banks
Unknown author
(
University of Pretoria
,
2020
)
Investigating the threshold of event detection with application to earthquake and operational risk theory
Unknown author
(
University of Pretoria
,
2013
)
Quantitative topics in portfolio and risk management
Unknown author
(
University of Pretoria
,
2019
)
A framework for modelling losses arising from natural catastrophes in South Africa
Unknown author
(
University of Pretoria
,
2003-05-15
)
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