3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market

 

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dc.contributor.advisor Jones, Samantha en_ZA
dc.contributor.advisor Touna-Mama, Albert en_ZA
dc.contributor.author Ndebele, Ndumiso en_ZA
dc.date.accessioned 2015-01-05T18:46:33Z
dc.date.available 2015-01-05T18:46:33Z
dc.date.issued 2011 en_ZA
dc.identifier.citation Ndebele, N. 2011. 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/11468
dc.description Includes abstract. en_ZA
dc.description Includes bibliographical references (leaves 35-36). en_ZA
dc.description.abstract Due to the 2008 financial crisis, investors have become more risk averse in investing in equities and have increased their holdings in bonds as they are believed to be less risky. However, South African interest rates have been volatile over the past decade due to changes in the inflation rate. This has caused the returns of bond portfolios to be uncertain since bond prices are inversely related to interest rates. It is thus imperative to manage the interest rate risk inherent in bond portfolios so that institutional investors can achieve their mandates and targeted returns. en_ZA
dc.language.iso eng en_ZA
dc.subject.other Financial Mathematics en_ZA
dc.title 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market en_ZA
dc.type Thesis / Dissertation en_ZA
uct.type.publication Research en_ZA
uct.type.resource Thesis en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Commerce en_ZA
dc.publisher.department School of Economics en_ZA
dc.type.qualificationlevel Masters en_ZA
dc.type.qualificationname MPhil en_ZA
uct.type.filetype Text
uct.type.filetype Image


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