Angelo Joseph

University of South Africa - School of Business Leadership

Doctorate Candidate

P.O. Box 392

UNISA

Pretoria, Gauteng 0003

South Africa

SCHOLARLY PAPERS

6

DOWNLOADS

960

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (6)

1.

Oil and Gold Price Volatility

Number of pages: 4 Posted: 29 Sep 2011
Jan Walters Kruger, Angelo Joseph and Abraham Aphane
University of South Africa - Graduate School of Business Leadership (SBL), University of South Africa - School of Business Leadership and Unisa Graduate School of Business Leadership
Downloads 338 (112,796)

Abstract:

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volatility, oil, gold, reversion

2.

Constructing a South African Index Volatility Surface from Exchange Traded Data

Number of pages: 37 Posted: 10 Jan 2013
Antonie Kotze and Angelo Joseph
Financial Chaos Theory and University of South Africa - School of Business Leadership
Downloads 199 (191,988)
Citation 8

Abstract:

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Volatility, volatility skew, volatility surface, smile, Alsi, JSE, index, quadratic deterministic function

3.

The New South-African Volatility Index: New SAVI

Number of pages: 6 Posted: 10 Jan 2013
Antonie Kotze, Angelo Joseph and Rudolf Oosthuizen
Financial Chaos Theory, University of South Africa - School of Business Leadership and JSE Securities Exchange
Downloads 183 (206,879)
Citation 3

Abstract:

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VIX, SAVI, volatility index, JSE, volatility swap, fear gauge

4.

Double Barrier Cash or Nothing Options: A Short Note

Number of pages: 7 Posted: 09 Jan 2013
Antonie Kotze and Angelo Joseph
Financial Chaos Theory and University of South Africa - School of Business Leadership
Downloads 103 (323,137)

Abstract:

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exotic options, double barrier, binary options, cash or nothing

5.

Average Option Pricing in Volatile Market

Number of pages: 8 Posted: 18 Sep 2011
Angelo Joseph and Jan Walters Kruger
University of South Africa - School of Business Leadership and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 69 (410,917)

Abstract:

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average, option, pricing, volatility, markets

6.

Evaluating the Use of Double Asian Options in Volatile Markets

28th Australasian Finance and Banking Conference
Number of pages: 14 Posted: 20 Aug 2015 Last Revised: 28 Jul 2016
Angelo Joseph and Jan Walters Kruger
University of South Africa - School of Business Leadership and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 68 (414,066)

Abstract:

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volatile markets, double Asians, average option, financial instrument