dc.contributor.advisor |
Dorrington, Rob |
en_ZA |
dc.contributor.author |
Schoonees, Cornelius
|
en_ZA |
dc.date.accessioned |
2014-07-30T17:44:57Z |
|
dc.date.available |
2014-07-30T17:44:57Z |
|
dc.date.issued |
2001 |
en_ZA |
dc.identifier.citation |
Schoonees, C. 2001. The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office. University of Cape Town. |
en_ZA |
dc.identifier.uri |
http://hdl.handle.net/11427/4393
|
|
dc.description |
Bibliography: leaves 80-81. |
|
dc.description.abstract |
This dissertation illustrates how in-house dynamic hedging could be evaluated through modeling, simulation and sensitivity testing. The illustration helps to illuminate the financial benefits and associated risks of dynamic hedging, but does not provide a specific conclusion on whether dynamic hedging shoul be implemented. Ultimately this decision will depend on the unique circumstances and strategic objecitves of the life office. The scope of the dissertation is thus limited to an illustration and discussion of the relevant issues only and specifically does not cover the costing of in-house dynamically hedged guarantees. |
en_ZA |
dc.language.iso |
eng |
en_ZA |
dc.subject.other |
Management and Business Administration |
en_ZA |
dc.title |
The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office |
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 Management Studies |
en_ZA |
dc.type.qualificationlevel |
Masters |
|
dc.type.qualificationname |
MBusSc |
en_ZA |
uct.type.filetype |
Text |
|
uct.type.filetype |
Image |
|
dc.identifier.apacitation |
Schoonees, C. (2001). <i>The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Management Studies. Retrieved from http://hdl.handle.net/11427/4393 |
en_ZA |
dc.identifier.chicagocitation |
Schoonees, Cornelius. <i>"The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2001. http://hdl.handle.net/11427/4393 |
en_ZA |
dc.identifier.vancouvercitation |
Schoonees C. The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2001 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/4393 |
en_ZA |
dc.identifier.ris |
TY - Thesis / Dissertation
AU - Schoonees, Cornelius
AB - This dissertation illustrates how in-house dynamic hedging could be evaluated through modeling, simulation and sensitivity testing. The illustration helps to illuminate the financial benefits and associated risks of dynamic hedging, but does not provide a specific conclusion on whether dynamic hedging shoul be implemented. Ultimately this decision will depend on the unique circumstances and strategic objecitves of the life office. The scope of the dissertation is thus limited to an illustration and discussion of the relevant issues only and specifically does not cover the costing of in-house dynamically hedged guarantees.
DA - 2001
DB - OpenUCT
DP - University of Cape Town
LK - https://open.uct.ac.za
PB - University of Cape Town
PY - 2001
T1 - The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office
TI - The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office
UR - http://hdl.handle.net/11427/4393
ER -
|
en_ZA |