University of Cape Town — South Africa
Economics, Econometrics and Finance · Social Sciences
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Research Topics
Stochastic processes and financial applications(62), Financial Risk and Volatility Modeling(23), Credit Risk and Financial Regulations(23), Complex Systems and Time Series Analysis(15), Insurance, Mortality, Demography, Risk Management(13)
Publications102 total
Frequent Co-authors
Lane P. Hughston(15), Dorje C. Brody(9), David Skovmand(8), Yupeng Jiang(5), Alex Backwell(4), Erik Schlögl(4), Luca Capriotti(3), Jirô Akahori(3), Priyanka A. Parbhoo(3), Chris Kenyon(3), Mourad Berrahoui(3), Edward Hoyle(2), Jun Sekine(2), M. Alessandra Crisafi(2), Gareth W. Peters(2), Florian Krach(2), Ashley Kanter(2), Eba Hampwaye(2), Siphokazi Hlalukana(2), Stéphane Crépey(1)