Weekly Seminars

ACQuFRR’s Weekly Seminar Series for the first semester 2019 commenced on Tuesday, 19 February 2019. Weekly seminars 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, 09 April 2019 - A/Prof Andrea Macrina (UCL and UCT) Multiple Barrier-Crossings of an Ornstein-Uhlenbeck Diffusion in Consecutive Periods (LC2A, Level 2, Leslie Commerce Building)

  • 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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