Browsing by Subject "Volatility"
Now showing items 1-2 of 2
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Comparing South African financial markets behaviour to the geometric Brownian Motion Process
(University of the Western Cape, 2008)This study examines the behaviour of the South African financial markets with regards to the Geometric Brownian motion process. It uses the daily, weekly, and monthly stock returns time series of some major securities ... -
Numerical Methods for Mathematical Models on Warrant Pricing
(University of the Western Cape, 2010)Warrant pricing has become very crucial in the present market scenario. See, for example, M. Hanke and K. Potzelberger, Consistent pricing of warrants and traded options, Review Financial Economics 11(1) (2002) 63-77 where ...