Thesis (MComm (Business Management))--University of Stellenbosch, 2011.

This study aims to investigate whether the phenomena found by Shnoll et al. when applying histogrampattern analysis techniques to stochastic processes from chemistry and physics are also present infinancial time series, particularly exchange rate and index data. The phenomena are related to...

For the last 40 years, academics advocated the use of the traditional Discounted CashFlow (DCF) techniques but these suggestions were ignored by practitioners for a longtime. The Net Present Value (NPV), Internal Rate of Return (IRR) and Present ValuePayback Period (PVPP) are now some of the...

ENGLISH ABSTRACT: This study focuses on banking book interest rate risk management, more specifically shortterminterest rate risk management problems. This type of risk is induced by the inflationtargeting policy of the South African Reserve Bank. As a result, inflation leads to an...

This study set out to draw a pricing comparison between two similar contracts in the South African derivatives market. These contracts, a normal option and a warrant on the same underlying stock are considered. The research shows that although the two derivatives are the same in all respects,...