Navigating the JIBAR transition: Progress, impacts, readiness, and analytical insights

Authors

  • Mesias Alfeus 1.Department of Statistics and Actuarial Science, Faculty of Economics and Management Science, Stellenbosch University, Stellenbosch, South Africa; 2.National Institute for Theoretical and Computational Sciences, Stellenbosch, South Africa https://orcid.org/0000-0001-9273-0614

DOI:

https://doi.org/10.17159/sajs.2024/17841

Keywords:

JIBAR transition, interest rate markets, derivative pricing, Monte Carlo method, Wishart process

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Published

2024-03-27

Issue

Vol. 120 No. 3/4 (2024)

Section

Commentary

License

Creative Commons License
All articles are published under a Creative Commons Attribution 4.0 International Licence

Copyright is retained by the authors. Readers are welcome to reproduce, share and adapt the content without permission provided the source is attributed.

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How to Cite

Alfeus, M. (2024). Navigating the JIBAR transition: Progress, impacts, readiness, and analytical insights. South African Journal of Science, 120(3/4). https://doi.org/10.17159/sajs.2024/17841

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