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17 research outputs found

Trends in the South African Hedging Space Part I: Derivatives Market Trade Numbers & Equity Index Concentration

Author: Anthony Seymour
Emlyn James Flint
Florence Chikurunhe
Publication venue: 'Elsevier BV'
Publication date: 01/01/2013
Field of study

Hedge Design: A Systematic Approach

Author: A Seymour
Anthony Seymour
Emlyn James Flint
F Black
Florence Chikurunhe
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

Historical Analysis of Exotic Options: A General Framework

Author: A Seymour
A Seymour
Anthony Seymour
Emlyn James Flint
Florence Chikurunhe
P Crosman
Schmerken
Publication venue: 'Elsevier BV'
Publication date: 01/01/2013
Field of study

Currency Options for Fund Managers

Author: A Kotze
A Seymour
A Seymour
Anthony Seymour
B References Dupire
Emlyn James Flint
Florence Chikurunhe
P S Hagan
S Heston
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

Full-Scale Optimization: A Flexible Framework for Hedge Design

Author: A Seymour
A Seymour
Anthony Seymour
B Hagstr�mer
B Hagstr�mer
Emlyn James Flint
Florence Chikurunhe
P M Booth
T Adler
Publication venue: 'Elsevier BV'
Publication date: 01/01/2014
Field of study

Currency Management for Offshore Investing

Author: A Seymour
A Seymour
A Seymour
Anthony Seymour
B Solnik
Bradfield
Emlyn James Flint
Florence Chikurunhe
J Frasco
K Labarge
M Heystek
P Jorion
W Ingram
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

Currency Hedge Design: Accounting for Uncertain Correlation and Volatility

Author: A Seymour
A Seymour
Anthony Seymour
Emlyn James Flint
F Black
Florence Chikurunhe
G Gastineau
G Zumbach
K Froot
P Jorion
Perold
R Engle
T Bollerslev
W Chen
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

Single Stock and Custom Basket Options in Fund Management

Author: A Kotz�
A Kotz�
Anthony Seymour
C Homescu
De Marco
E Derman
E Flint
E Flint
Emlyn James Flint
Florence Chikurunhe
G Bakshi
G West
G West
J Gatheral
J Gatheral
Jse Options
M De Ara�jo
Q Deng
Publication venue: 'Elsevier BV'
Publication date: 01/01/2014
Field of study

A Guide to South African Volatility: Understanding, Modelling, Investing & Hedging

Author: A Kotz�
A Seymour
Anthony Seymour
D B Chua
E Derman
E Derman
E Flint
E Flint
E Flint
Emlyn James Flint
Florence Chikurunhe
G Bakshi
J Gatheral
K Demeterfi
P Carr
R Cont
R G Tompkins
R Israelov
S Bossu
S Bossu
Publication venue: 'Elsevier BV'
Publication date: 01/01/2014
Field of study

Defining Activeness: Active Share, Risk Share & Factor Share

Author: A Frazzini
A Meucci
A Petajisto
Anthony J. Seymour
E J Flint
E J Flint
Emlyn James Flint
F Corielli
Florence Chikurunhe
H De Silva
H Du Plessis
K M Cremers
P Artzner
R C Grinold
T Cohen
T Roncalli
T Schlanger
Publication venue: 'Elsevier BV'
Publication date: 01/01/2017
Field of study

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