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 | Master Thesis | |
| 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 | |
| dc.type.qualificationname | MPhil | en_ZA |
| uct.type.filetype | Text | |
| uct.type.filetype | Image | |
| dc.identifier.apacitation | Ndebele, N. (2011). <i>3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Economics. Retrieved from http://hdl.handle.net/11427/11468 | en_ZA |
| dc.identifier.chicagocitation | Ndebele, Ndumiso. <i>"3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Economics, 2011. http://hdl.handle.net/11427/11468 | en_ZA |
| dc.identifier.vancouvercitation | Ndebele N. 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Economics, 2011 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/11468 | en_ZA |
| dc.identifier.ris | TY - Thesis / Dissertation AU - Ndebele, Ndumiso AB - 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. DA - 2011 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2011 T1 - 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market TI - 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market UR - http://hdl.handle.net/11427/11468 ER - | en_ZA |
