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Faculty of Natural and Agricultural Sciences
Department of Mathematics and Applied Mathematics
Abstract analysis, topology and applications, algebra - Postgraduate Student Projects
Dissertations/Theses:
Du Preez PF: An investigation into popular methods for constructing yield curves (Prof E Maré)
Klynsmith KV: The Libor market model and its calibration to the South African market (Prof E Maré)
Kuys WC: Black economic empowerment transactions and employee share options: Features of non-traded call options in the South African market (Prof E Maré)
Milwidsky C: Credit valuation adjustments with application to credit default swaps (Prof E Maré)
Simpson N: Trading Mortality: Stochastic mortality models and the securitisation of mortality risk (Prof E Maré)
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