The South African futures exchange (SAFEX) is not immune to this volatility. Volatility increases the risk of paying higher prices for a specific commodity, and it also makes the use of derivative instruments to hedge against price risk more expensive. Given the importance of South Africa as a...
Secondly, based on general interest rate modeling [6-25] and the formulation of the LIBOR, the technique used Instantaneous rate models, although theoretically satis- will enable us to formulate and name a new model for the fying, are less so in practice. Instantaneous rates are not South Afr...
Determining Soybean Futures Prices on Safex Using Multiple Linear Regression(ProQuest: ... denotes formulae omitted.)INTRODUCTIONSouth Africa's soybean market is by far the...Muganiwa, KuzivaLambrechts, HugoThe Southern African Institute for Management ScientistsManagement Dynamics...