PO Box 16185
Doornfontein, 2028
South Africa
http://www.quantonline.co.za/
PO Box 524
Auckland Park
Johannesburg, Gauteng 2006
http://www.uj.ac.za
Financial Chaos Theory
Department of Finance and Investment Management
SSRN RANKINGS
in Total Papers Downloads
Hedge, Foreign Exchange, LTCM, UBS, Black and Scholes, Option Pricing, Corporate action
Vorst, Asian option, average option, discrete, fixed strike
exotic options, double barrier, binary options, cash or nothing
Volatility, volatility skew, volatility surface, smile, Alsi, JSE, index, quadratic deterministic function
2008 crisis, Sovereign Debt, Default, European Crisis, Lehman Brothers, Greece Debt, PIIGS, sovereign default
Exotic options, JSE, Can-Do Options, Implied Volatility, Local Volatility, Dupire Transforms, Gyongy Theorem, Markov Projection
Exotic options, JSE, Can-Do Options, Implied Volatility, Local Volatility, Dupire Transforms, Gyongy, Theorem, Markov Projection
VIX, SAVI, volatility index, JSE, volatility swap, fear gauge
Capital Markets, Tradable Index, Return distributions, ALSI, JSE, Top 40 index, Gold, USD, GDP
Finite difference, exotic options, local volatility, option pricing, JSE, Can-Do options, PDE
Exotic options, JSE, Can-Do Options, Implied Volatility, Local Volatility, Dupire Transforms, Gyongy Theorem, Barrier options, Monte Carlo simulation, Feynmann-Kac Theorem
Option pricing, exotic options, Local volatility, initial margins, risk management, VaR, Value-at-Risk, binomial trees, trinomial trees
FX, risk management, forwards, currency, foreign exchange
Option pricing, Exotic options, Balance sheet, Hedging
Option pricing, Hedging, Exotic Options, Balance sheet, Black and Scholes, Intrinsic value, cheaper options
Basel III, IOSCO, CEM, Current exposure method, Default fund, Counterparty credit risk, Value at risk, Expected shortfall
Reset option, Black-Scholes, option pricing, timing the market, structured derivative, exotic options, volatility, Black and Scholes, market timing, floating strike option, lookback, floating strike lookback
Warrant, Instalment, Exotic option, Option pricing, Put-call-parity
Exposure at default, CEM, Current Exposure Method, Value at Risk, VaR, Counterparty Credit Risk, CCR, Central Counterparty, CCP, Basel, Basel III, Internal Model Methods
Volatility surface, options on single stock futures, quadratic deterministic function
