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Contacts
Email: michaelk@aims.ac.za
Phone: +27 73 264 1836
Address: 23 Sidmouth Road, Muizenberg, Cape Town, South Africa
- Katlego Aubrey Lentswe: "Forecasting Low Frequency Volatility using a Combination of Econometrics Models and Random Forests", Masters in Mathematical Sciences, Stellenbosch University (c/o AIMS), 2019.
- Zizipho Maqokolo: "Portfolio Optimization in a Stable Regime Switching Market Framework", Masters in Mathematical Sciences, University of Western Cape (c/o AIMS), 2019.
- F. Mashapha, B. Mbadlanyana and K. Sempe: "Optimal Portfolios with Credit Default Swaps", Honors Degree, University of Cape Town, 2019.
- Quintin Claassen and Tom Montgomery: Portfolio Optimization using Credit Default Swaps", Honors Degree, University of Cape Town, 2019.
- Chabo Bobe: "Reduced Form Modelling for Optimal Portfolios with Credit Default Swaps: An R Implementation", Masters in Mathematical Sciences, University of Cape Town (c/o AIMS), 2018.
- Veronica Mtonga: "Valuation of Credit Default Swaps with Haskell", Masters in Mathematical Sciences, University of Cape Town (c/o AIMS), 2018.
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