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Centre of Excellence
  • Home
  • About Us
    • Our History
    • Our approach to research
    • Board of directors
    • Contact
  • Stakeholder Reports
  • Research
    • Research reports
    • Working papers
    • IDRU
  • Media
    • Publication
    • Podcasts
    • Opinion Pieces
    • Videos
    • News
    • Events
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HomeIndustry Directed Research UnitConferences

Conferences

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

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