ºÝºÝߣshows by User: AntonieKotz / http://www.slideshare.net/images/logo.gif ºÝºÝߣshows by User: AntonieKotz / Fri, 20 Nov 2015 10:18:29 GMT ºÝºÝߣShare feed for ºÝºÝߣshows by User: AntonieKotz The Capital Market: and overview /slideshow/the-capital-market-and-overview/55330116 introcapitalmarketspart1-151120101829-lva1-app6891
We discuss the historical development of financial instruments, trading and the capital market from a South African point of view. We look at sovereign defaults, financial crises throughout history and also derivatives trading.]]>
We discuss the historical development of financial instruments, trading and the capital market from a South African point of view. We look at sovereign defaults, financial crises throughout history and also derivatives trading.]]> Fri, 20 Nov 2015 10:18:29 GMT /slideshow/the-capital-market-and-overview/55330116 AntonieKotz@slideshare.net(AntonieKotz) The Capital Market: and overview AntonieKotz We discuss the historical development of financial instruments, trading and the capital market from a South African point of view. We look at sovereign defaults, financial crises throughout history and also derivatives trading. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/introcapitalmarketspart1-151120101829-lva1-app6891-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> We discuss the historical development of financial instruments, trading and the capital market from a South African point of view. We look at sovereign defaults, financial crises throughout history and also derivatives trading.
The Capital Market: and overview from Antonie Kotz辿
]]> 850 11 https://cdn.slidesharecdn.com/ss_thumbnails/introcapitalmarketspart1-151120101829-lva1-app6891-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Implied and Local Volatility for South African Derivatives /slideshow/implied-and-local-volatility-for-south-african-derivatives/38355335 impliedandlocalvolatilitysaderivatives-140826010907-phpapp01
Talk on implied and local volatility surfaces for traded index options and listed USDZAR FX options. There is a bit of history on where the Black-Scholes partial differential equation (PDE) originated as well.]]>
Talk on implied and local volatility surfaces for traded index options and listed USDZAR FX options. There is a bit of history on where the Black-Scholes partial differential equation (PDE) originated as well.]]> Tue, 26 Aug 2014 01:09:07 GMT /slideshow/implied-and-local-volatility-for-south-african-derivatives/38355335 AntonieKotz@slideshare.net(AntonieKotz) Implied and Local Volatility for South African Derivatives AntonieKotz Talk on implied and local volatility surfaces for traded index options and listed USDZAR FX options. There is a bit of history on where the Black-Scholes partial differential equation (PDE) originated as well. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/impliedandlocalvolatilitysaderivatives-140826010907-phpapp01-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Talk on implied and local volatility surfaces for traded index options and listed USDZAR FX options. There is a bit of history on where the Black-Scholes partial differential equation (PDE) originated as well.
Implied and Local Volatility for South African Derivatives from Antonie Kotz辿
]]> 941 6 https://cdn.slidesharecdn.com/ss_thumbnails/impliedandlocalvolatilitysaderivatives-140826010907-phpapp01-thumbnail.jpg?width=120&height=120&fit=bounds document 000000 http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 FINANCIAL INSTRUMENTS: valuation methodologies /slideshow/financial-instrumentsvaluation-methodologies/23789833 financialinstrumentsapr2007-130702100911-phpapp02
Valuation of financial nstruments from simple bonds to options]]>
Valuation of financial nstruments from simple bonds to options]]> Tue, 02 Jul 2013 10:09:10 GMT /slideshow/financial-instrumentsvaluation-methodologies/23789833 AntonieKotz@slideshare.net(AntonieKotz) FINANCIAL INSTRUMENTS: valuation methodologies AntonieKotz Valuation of financial nstruments from simple bonds to options <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/financialinstrumentsapr2007-130702100911-phpapp02-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Valuation of financial nstruments from simple bonds to options
FINANCIAL INSTRUMENTS: valuation methodologies from Antonie Kotz辿
]]> 8048 11 https://cdn.slidesharecdn.com/ss_thumbnails/financialinstrumentsapr2007-130702100911-phpapp02-thumbnail.jpg?width=120&height=120&fit=bounds presentation White http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Arbitrage-free Volatility Surfaces for Equity Futures /slideshow/arbitragefree-volatility-surfaces-for-equity-futures/23789552 volatilitysurfaces29march2012-130702100404-phpapp02
Generating volatility surfaces and skews and smiles for single name futures]]>
Generating volatility surfaces and skews and smiles for single name futures]]> Tue, 02 Jul 2013 10:04:04 GMT /slideshow/arbitragefree-volatility-surfaces-for-equity-futures/23789552 AntonieKotz@slideshare.net(AntonieKotz) Arbitrage-free Volatility Surfaces for Equity Futures AntonieKotz Generating volatility surfaces and skews and smiles for single name futures <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/volatilitysurfaces29march2012-130702100404-phpapp02-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Generating volatility surfaces and skews and smiles for single name futures
Arbitrage-free Volatility Surfaces for Equity Futures from Antonie Kotz辿
]]> 1583 7 https://cdn.slidesharecdn.com/ss_thumbnails/volatilitysurfaces29march2012-130702100404-phpapp02-thumbnail.jpg?width=120&height=120&fit=bounds presentation White http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 The perfect Hedger and the Fox /slideshow/the-perfect-hedger-and-the-fox/23789204 derivativescorporates-130702100027-phpapp01
THE PRACTICAL APPLICATION OF EQUITY DERIVATIVES FOR CORPORATES]]>
THE PRACTICAL APPLICATION OF EQUITY DERIVATIVES FOR CORPORATES]]> Tue, 02 Jul 2013 10:00:27 GMT /slideshow/the-perfect-hedger-and-the-fox/23789204 AntonieKotz@slideshare.net(AntonieKotz) The perfect Hedger and the Fox AntonieKotz THE PRACTICAL APPLICATION OF EQUITY DERIVATIVES FOR CORPORATES <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/derivativescorporates-130702100027-phpapp01-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> THE PRACTICAL APPLICATION OF EQUITY DERIVATIVES FOR CORPORATES
The perfect Hedger and the Fox from Antonie Kotz辿
]]> 589 2 https://cdn.slidesharecdn.com/ss_thumbnails/derivativescorporates-130702100027-phpapp01-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Volatility surfaces /slideshow/bloomberg-jse-june-2013/23788724 bloombergjsejune2013-130702094950-phpapp02
Volatility surfaces for equity indices, single name futures and USDZAR FX options. All from Bloomberg data.]]>
Volatility surfaces for equity indices, single name futures and USDZAR FX options. All from Bloomberg data.]]> Tue, 02 Jul 2013 09:49:50 GMT /slideshow/bloomberg-jse-june-2013/23788724 AntonieKotz@slideshare.net(AntonieKotz) Volatility surfaces AntonieKotz Volatility surfaces for equity indices, single name futures and USDZAR FX options. All from Bloomberg data. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/bloombergjsejune2013-130702094950-phpapp02-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Volatility surfaces for equity indices, single name futures and USDZAR FX options. All from Bloomberg data.
Volatility surfaces from Antonie Kotz辿
]]> 1881 5 https://cdn.slidesharecdn.com/ss_thumbnails/bloombergjsejune2013-130702094950-phpapp02-thumbnail.jpg?width=120&height=120&fit=bounds presentation White http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 https://cdn.slidesharecdn.com/profile-photo-AntonieKotz-48x48.jpg?cb=1591282823 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. www.quantonline.co.za https://cdn.slidesharecdn.com/ss_thumbnails/introcapitalmarketspart1-151120101829-lva1-app6891-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/the-capital-market-and-overview/55330116 The Capital Market: an... https://cdn.slidesharecdn.com/ss_thumbnails/impliedandlocalvolatilitysaderivatives-140826010907-phpapp01-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/implied-and-local-volatility-for-south-african-derivatives/38355335 Implied and Local Vola... https://cdn.slidesharecdn.com/ss_thumbnails/financialinstrumentsapr2007-130702100911-phpapp02-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/financial-instrumentsvaluation-methodologies/23789833 FINANCIAL INSTRUMENTS:...