The simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life office

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dc.contributor.advisorDorrington, Roben_ZA
dc.contributor.authorSchoonees, Corneliusen_ZA
dc.date.accessioned2014-07-30T17:44:57Z
dc.date.available2014-07-30T17:44:57Z
dc.date.issued2001en_ZA
dc.descriptionBibliography: leaves 80-81.
dc.description.abstractThis 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.identifier.apacitationSchoonees, 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/11427/4393en_ZA
dc.identifier.chicagocitationSchoonees, 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/11427/4393en_ZA
dc.identifier.citationSchoonees, 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.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
dc.identifier.urihttp://hdl.handle.net/11427/4393
dc.identifier.vancouvercitationSchoonees 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/11427/4393en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentSchool of Management Studiesen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherManagement and Business Administrationen_ZA
dc.titleThe simulation of the dynamic hedging of guaranteed equity bonds issued by a South African life officeen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMBusScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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