Weekly Seminars

ACQuFRR’s Weekly Seminar Series are held from 13h00 to 14h00 in the Leslie Commerce Building on Upper Campus at UCT. Please check the latest seminar for venue details.

Please contact Lameez.Fakier@uct.ac.za if you have any queries.


  • Tuesday, 17 September 2019 - Melusi Mavuso (UCT): Universal Approximations (Lecture Theatre LC4A, Level 4, Leslie Commerce Building, Upper Campus)

  • Tuesday, 10 September 2019 - Nomvelo Sibisi (UCT): Shallow Attachment on Time-ordered Random Graph

  • Tuesday, 03 September 2019 - Dr Ralph Rudd (UCT): Getting things done - Part II

  • Saturday, 24 August 2019 - Mid-semester vacation until 1 September 2019

  • Tuesday, 20 August 2019 - Dr Ralph Rudd (UCT): Getting things done - Part I

  • Tuesday, 13 August 2019 - Andrew Soane (UCT): Optimal stopping with an enlarged filtration with an application to the Brownian bridge

  • Tuesday, 06 August 2019 - Matthew Sylvester and Rohin Jain (UCT): Deep Hedging - Option Pricing and Hedging with Deep Learning (Lecture Theatre LC4A, Level 4, Leslie Commerce Building, Upper Campus)

  • Tuesday, 30 July 2019 - Nic Cowen (UCT): Robust Pricing and Hedging of Basket Options

  • Tuesday, 23 July 2019 - Dr Ralph Rudd (UCT): The Unspanned Stochastic Volatility Property

  • Tuesday, 16 July 2019 - Dr Alex Backwell (UCT): On Buybacks, Dilutions, Dividends, and the Pricing of Stock-Based Claims

  • Monday, 15 July 2019 - Second semester started

  • Saturday, 15 June 2019 - Mid-year vacation until 14 July 2019

  • Tuesday, 28 May 2019 - Audrey Pentz (UCT): The inter-relationship between tweets and the JSE banking index J835

  • Tuesday, 14 May 2019 - Mbuyi Fakudze: The role of international risk factors in markets returns

  • Tuesday, 07 May 2019 - Emlyn Flint (UCT): A Practitioner's Perspective: Quantitative Research on the Sell-Side

  • Tuesday, 30 April 2019 - No Seminar

  • Tuesday, 23 April 2019 - Mesias Alfeus (University of Wollongong): Regime Switching Rough Heston Model

  • Saturday, 13 April 2019 - Mid-semester vacation until 22 April 2019

  • Tuesday, 09 April 2019 - A/Prof Andrea Macrina (University College London and UCT) Multiple Barrier-Crossings of an Ornstein-Uhlenbeck Diffusion in Consecutive Periods

  • Tuesday, 02 April 2019 - Jaco van Zyl (UCT): Non-parametric calibration of jump-diffusion Levy processes with regularisation

  • Tuesday, 26 March 2019 - Nomvelo Sibisi (UCT): The Tangle as a Bayesian Network

  • Tuesday, 19 March 2019 - Suraj Shekhar (UCT): Ethnic Conflicts with Informed Agents

  • Tuesday, 12 March 2019 - James Nevin (UCT): Potential Future Exposure in The Presence of Initial Margin

  • Tuesday, 05 March 2019 - Cole Van Jaarsveldt (UCT): Modelling Probabilities of Corporate Default

  • Tuesday, 26 February 2019 - Prof Peter Ritchken (Case Western Reserve University): On Black Economic Empowerment Contracts

  • Tuesday, 19 February 2019 - Tina Koziol (UCT): Euro Area Quantitative Easing in a Portfolio Balance Model with Heterogeneous Agents and Assets

  • Monday, 11 February 2019 - First semester started

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