Search
Login
UPSpace Home
→
Natural and Agricultural Sciences
→
Actuarial Science
→
Search
JavaScript is disabled for your browser. Some features of this site may not work without it.
Search
Add filters
Filters
Use filters to refine the search results.
Title
Author
Subject
Date issued
Has File(s)
Filename
File description
Contains
Equals
ID
Not Contains
Not Equals
Not ID
Showing 10 out of a total of 38 results for community: Actuarial Science.
(0.006 seconds)
Now showing items 1-10 of 38
1
2
3
4
Next Page
Sort Options:
Relevance
Title Asc
Title Desc
Issue Date Asc
Issue Date Desc
Results Per Page:
5
10
20
40
60
80
100
Pricing two-asset rainbow options with the fast Fourier transform
Levendis, Alexis
;
Mare, Eben
(
South African Statistical Association (SASA)
,
2023
)
Efficient pricing of spread options with stochastic rates and stochastic volatility
Levendis, Alexis Jacques
;
Mare, Eben
(
MDPI
,
2022-11
)
A computable general equilibrium model as a banking sector regulatory tool in South Africa
Beyers, Frederik Johannes Conradie
;
De Freitas, Allan
;
Essel-Mensah, Kojo Amonkwandoh
;
Seymore, Reyno
;
Tsomocos, Dimitrios P.
(
Wiley
,
2022-03
)
Determining safe retirement withdrawal rates using forward-looking distributions
Van Appel, Vaughan
;
Mare, Eben
(
Academy of Science of South Africa
,
2022-03
)
Modelling of financial risk using forward-looking distributions derived from contingent claims
Unknown author
(
University of Pretoria
,
2022
)
Time-varying volatility models and indices : a GARCH option pricing approach
Unknown author
(
University of Pretoria
,
2022
)
Collateralised option pricing in a South African context : a univariate GARCH approach
Venter, Pierre J.
;
Levendis, Alexis Jacques
;
Mare, Eben
(
Taylor and Francis
,
2022
)
Improving our understanding of the equal weighted portfolio
Unknown author
(
University of Pretoria
,
2022
)
An economic scenario generator for embedded derivatives in South Africa
Levendis, Alexis
;
Mare, Eben
(
Actuarial Society of South Africa
,
2022
)
Simulation-based optimisation of the timing of loan recovery across different portfolios
Botha, Arno
;
Beyers, Conrad F.J.
;
De Villiers, Pieter
(
Elsevier
,
2021-09
)
Now showing items 1-10 of 38
1
2
3
4
Next Page
Sort Options:
Relevance
Title Asc
Title Desc
Issue Date Asc
Issue Date Desc
Results Per Page:
5
10
20
40
60
80
100
Browse
All of UPSpace
Communities & Collections
Issue Date
Authors
Titles
Subjects
Supervisor
UP Author
UP Postgraduate
Type
This Community
Issue Date
Authors
Titles
Subjects
Supervisor
UP Author
UP Postgraduate
Type
My Account
Login
Register
UPSpace Workspace
Discover
Author
Mare, Eben (11)
Beyers, Conrad F.J. (3)
Beyers, Frederik Johannes Conradie (3)
Van Appel, Vaughan (3)
Bernitz, Herman (2)
De Freitas, Allan (2)
Essel-Mensah, Kojo Amonkwandoh (2)
Levendis, Alexis (2)
Levendis, Alexis Jacques (2)
Pretorius, Samantha (2)
... View More
Subject
UCTD (15)
Diversification (3)
Risk management (3)
South Africa (3)
Stochastic portfolio theory (3)
Banking regulation (2)
Computable general equilibrium (CGE) (2)
Density forecasting (2)
Equal weight portfolio (2)
Equities (2)
... View More
Date Issued
2020 - 2023 (17)
2010 - 2019 (16)
2003 - 2009 (3)
Has File(s)
true (36)