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VUMILE SITHEBE

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Short pieces by Vumile Sithebe

What maketh a #BlackBank?

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Featured Posts

'Black Swan' is not a cliché for any bad thing that surprises us

'Black Swan' is not a cliché for any bad thing that surprises us

FRTB and the Fixed Income Desk

Black-Scholes Option valuation and Greek sensitivity analysis

Black-Scholes Option valuation and Greek sensitivity analysis

Valuation and code for Binomial Lattice

Valuation and code for Binomial Lattice

VaR may assist in creating a bubble

VaR may assist in creating a bubble

Recent Posts

'Black Swan' is not a cliché for any bad thing that surprises us

FRTB and the Fixed Income Desk

Black-Scholes Option valuation and Greek sensitivity analysis

Impact of social distancing on COVID-19

Bias Curve Construction: Cross-Currency Swaps

A few tips for job-hunting Grads

Swap valuation: Inferring prevailing rates through forward-rate calcs

Why do BEE deals fail?

Valuation and code for Binomial Lattice

Surveillance lessons learnt and plans for 2019

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