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

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dc.contributor.advisorJones, Samanthaen_ZA
dc.contributor.advisorTouna-Mama, Alberten_ZA
dc.contributor.authorNdebele, Ndumisoen_ZA
dc.date.accessioned2015-01-05T18:46:33Z
dc.date.available2015-01-05T18:46:33Z
dc.date.issued2011en_ZA
dc.descriptionIncludes abstract.en_ZA
dc.descriptionIncludes bibliographical references (leaves 35-36).en_ZA
dc.description.abstractDue 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.identifier.apacitationNdebele, 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/11427/11468en_ZA
dc.identifier.chicagocitationNdebele, 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/11427/11468en_ZA
dc.identifier.citationNdebele, 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.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
dc.identifier.urihttp://hdl.handle.net/11427/11468
dc.identifier.vancouvercitationNdebele 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/11427/11468en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentSchool of Economicsen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherFinancial Mathematicsen_ZA
dc.title3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African marketen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMPhilen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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