Antonie Kotzé

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Antonie is an independent derivatives pricing, valuation and model validation expert and financial engineer. His expertise includes all financial derivatives, market and credit risk, Basel II/III and IFRS 9 expected credit losses. Antonie holds a Ph.D. in Theoretical/Mathematical Physics from the University of the Witwatersrand (South Africa) where Quantum Chaos Theory was his field of interest. With more than 22 years’ experience as a quantitative analyst and financial engineer in the South African and African financial and derivatives markets, he is a renowned expert in financial mathematics, modelling, software development and training.

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Activity
About

Antonie Kotzé

Presentations

Volatility surfaces

The perfect Hedger and the Fox

Arbitrage-free Volatility Surfaces for Equity Futures

FINANCIAL INSTRUMENTS: valuation methodologies

The Capital Market: and overview

Documents

Implied and Local Volatility for South African Derivatives