Mathematics in finance conference 2017
In 2017, the Mathematics in Finance conference took place. See conference proceedings below:
- s00 – Flyer and program
- s01b – COEFS talk (Ina de Vry on behalf of Mark Brits)
- s01c – DST program management (Phillip Mahele and Neels Erasmus)
- s01d – Panel discussion notes
- s02 – A cost f capital approach to determining an appropriate LGD discount rate (Janette Larney)
- s03 – The effect of network structure on shock propagation in interbank systems (Nadine Walters)
- s04 – Discretization – a predictive approach for retail credit scoring (Tanja Verster)
- s05 – The application of POT methods in the loss distribtuion approach for OpRisk (Willem Shutte)
- s06 – Approximating extreme distribution quantiles using a multiplier approach (Helgard Raubenheimer)
Directed Risk Research Conference 2016
In 2016, the Directed Risk Research Conference took place. See conference proceedings below:
- s00 – Agenda and abstracts
- s01 – Opening address (Dr Matutu)
- s03 – DST Funding Overview (Neels Erasmus)
- s04 – Open discussion notes
- s05 – Research in predictive modelling (Tanja Verser)
- s06 – Quantile approximation (Helgard Raubenheimer)
- s07 – BEE talk (Tom McWalter)
- s08 – Embedded derivatives (Eben Mare)
- s09 – UP projects feedback (Conrad Beyers)
- s10 – UCT projects feedback (Tom McWalter)
- s11 – UNISA projects feedback (Jackie Young)
- s12 – NWU projects feedback (Phillip Mashele)
- s13 – Consolidated attendee feedback
- s14 – Attendee list 2016