Graduate Students

Name

Dissertation Title

Brett du Preez  

JSE Market Micro-structure

Byron Gomes

Title to be advised

Dariusz Cieslakiewicz

Title to be advised

Igor Rodionov

Comparison of Hedging Strategies in the Presence of Proportional Transaction Costs

Lisa Bonney

Stochastic Portfolio Theory and its Applications to Equity Management

Mohammed Ismail

Title to be advised

Petrus Strydom

Title to be advised

Phetha Ndlangamandla

Counterparty Risk

Preyen Nair

Title to be advised

Sonja Offwood

Risk Measures using g-expectations

Stuart Cullender

Title to be advised

Warrick Poklewski-Koziell

Stochastic Volatility Models: Calibration, Pricing and Hedging

Name

Thesis Title

Priyanka Parbhoo

Information and Filtration Modelling

Theresa Offwood

No Free Lunch and Risk Measures on Orlicz Spaces