Personal Information
Organization / Workplace
Johannesburg, Gauteng South Africa
Occupation
Model Validation and independent financial derivatives Consultant
Industry
Finance / Banking / Insurance
Website
About
Antonie is an independent derivatives pricing, valuation and model validation expert and financial engineer. His expertise includes all financial derivatives, market and credit risk, Basel II/III and IFRS 9 expected credit losses.
Antonie holds a Ph.D. in Theoretical/Mathematical Physics from the University of the Witwatersrand (South Africa) where Quantum Chaos Theory was his field of interest. With more than 22 years’ experience as a quantitative analyst and financial engineer in the South African and African financial and derivatives markets, he is a renowned expert in financial mathematics, modelling, software development and training.
Contact Details
Tags
option pricing
black and scholes
financial markets
volatility
options
single name futures
hedge fund
bonds
coupon bearing bonds
volatility surface. volatility smile. skew
warrants
call spread
payoff diagrams
ltcm
black & scholes
corporate finance
skew
exotic options
deterministic volatility function
capital markets
trading
credit risk
risk management
financial intermediation
derivatives
sovereign defaults
diffusion
jse/ftse top 40 index
local volatility
heat equation
joseph fourier
safex
implied volatility
barrier options
yield curve
time value of money
hedging
volatility smile
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