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Draft:Mesias Alfeus

    From Wikipedia, the free encyclopedia

    ·        Prof Mesias Alfeus is an Associate Professor[1] of Financial Risk Management at Stellenbosch University andLead PI of the NITheCS Quantitative Finance Research Programme. He directsSU’s GARP Academic Partnership, serves on the Board of the South African Institute of FinancialMarkets, and holds editorial roles at theInternational Journal of Theoretical and Applied Finance andtheJournal of Futures Markets.

    ·        He also serves as aSpecialist Consultant for FirstRand’s Market Risk Technical Committee (MRTC).

    ·        His research has two practical pillars

    -         Helps South Africa shift from JIBAR to ZARONIA by building robust interest-rate curves and risk models that capture real-world features likerollover risk and policy-driven “jump” days—so banks can price, minimize their risk exposure.

    -         Studies alternative investment assets, co-created theSAFW10 fine-wine index and testing its role in improving portfolio performance.

    ·        His work provides practitioner-oriented quantitative finance tools  with a strong emphasis on reproducibility and industry relevance.

    1. ^"Discovery".researcherprofiles.sun.ac.za. Retrieved2025-11-14.
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