ACQuFRR Members - Executives

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Associate Professor David Taylor

Associate Professor David Taylor


Director – ACQuFRR

Director – AIFMRM

African Institute of Financial Markets and Risk Management (AIFMRM)
Faculty of Commerce
University of Cape Town

Areas of research interest:

  • Continuous-time asset pricing
  • Interest-rate modelling
  • Discrete-time stochastic volatility modelling
  • Financial time-series analysis
Dr Co-Pierre Georg

Dr Co-Pierre Georg


Deputy Director – ACQuFRR

Senior Lecturer

African Institute of Financial Markets and Risk Management (AIFMRM)
Faculty of Commerce
University of Cape Town

Research Economist – Deutsche Bundesbank
Germany

Policy Associate – Economic Research Southern Africa (ERSA)

Areas of research interest:

  • Financial Economics
  • Computational Economics
  • Microeconomics
Associate Professor Ryan Kruger

Associate Professor Ryan Kruger


Head of Department

Department of Finance and Tax
Faculty of Commerce
University of Cape Town

Areas of research interest:

  • Asset pricing and return prediction models
  • Machine Learning and Artificial Intelligence applications in Finance
Associate Professor Thomas McWalter

Associate Professor Thomas McWalter


Adjunct A/Professor

Mathematical Finance
Division of Actuarial Science
School of Management Studies
Faculty of Commerce
University of Cape Town

Areas of research interest:

  • Numerical techniques in Mathematical Finance
  • Continuous-time asset pricing
  • Incomplete markets
Associate Professor Kanshukan Rajaratnum

Associate Professor Kanshukan Rajaratnum


A/Professor

Department of Finance and Tax
Faculty of Commerce
University of Cape Town

Areas of research interest:

  • Decision making in consumer credit
  • Operations Research application in Finance
  • Consumer Asset Backed Securities
 
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