Browsing Theses and Dissertations (Mathematics and Applied Mathematics) by Supervisor "Swart, B."

Browsing Theses and Dissertations (Mathematics and Applied Mathematics) by Supervisor "Swart, B."

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  • Mean absolute deviation skewness model with transactions costs 
    Gumbo, Victor (University of Pretoria, 2005-09-06)
    No abstract supplied
  • Modelling default-risky bonds 
    Magwegwe, Frank Mashoko (University of Pretoria, 2006-07-26)
    In this dissertation, we examine current models used to value default-risky bonds. These models include both the structural and the reduced-form approaches. We begin by examining various issues involved in modelling credit ...