Staff Members
Home »Head of Department
Name: Jacques van Appel
Location: C-Ring 529 Auckland Park Kingsway Campus
Department of Statistics Staff Staff Members
Contact Details:
Tel: +27 (0) 11 559 4761
Email: jvanappel@uj.ac.za
About Dr. Jacques van Appel
Research Interests
Dr Van Appel’s research interests include term structure models and non-linear derivative instruments, numerical methods, infinitely divisible distributions and Lévy processes, as well as the class of stable distributions and, more recently, measurement error and latent variable modelling.
Recent Publications
1. M. Cullinan and D. Coulter and J. Van Appel. CLISDE: An Agent-Oriented Cladistic Island Genetic Algorithm. 10th International Conference on Soft Computing & Machine Intelligence (ISCMI), 2023. https://ieeexplore.ieee.org/document/10458610
2. H. Raubenheimer and J. Van Appel. On logarithms of measures. Positivity, 27(5):64, 2023. https://doi.org/10.1007/s11117-023-01015-2
3. T. A. McWalter and E. Schlögl and J. Van Appel. Analysing Quantiles in Models of Forward Term Rates. Risks, 11(2):29, 2023. https://doi.org/10.3390/risks11020029
4. J. Van Appel. Comments: Development of an early career academic supervisor in Statistics – A discussion on a guiding rubric. ORiON Journal, 38(1): 87-89, 2022. http://dx.doi.org/10.5784/38-1-725
5. J. Van Appel and T. A. McWalter. Moment approximations of displaced forward-LIBOR rates with application to swaptions. International Journal of Theoretical and Applied Finance, 23(7):2050046–1–29, 2020. https://doi.org/10.1142/S0219024920500466
6. J. Van Appel and T. A. McWalter. Erratum: Efficient long-dated swaption volatility approximation in the forward-LIBOR model. International Journal of Theoretical and Applied Finance, 21(7): 1892002–1–2, 2018. https://doi.org/10.1142/S0219024918920024
7. J. Van Appel and T. A. McWalter. Efficient long-dated swaption volatility approximation in the forward-LIBOR model. International Journal of Theoretical and Applied Finance, 21(4):1850020–1–26, 2018. https://doi.org/10.1142/S0219024918500206
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