Theresa M. Offwood-le Roux

According to our database, Theresa M. Offwood-le Roux authored at least 2 papers between 2011 and 2014.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2014

Valuation of Interest Rate Derivatives under CSA Discounting.

Amy R. Daniels, Coenraad C. A. Labuschagne, Theresa M. Offwood-le Roux

Proceedings of the Modeling Dependence in Econometrics, 2014

2011

Pricing Convertible Bonds Using the CGMY Model.

Coenraad C. A. Labuschagne, Theresa M. Offwood

Proceedings of the Nonlinear Mathematics for Uncertainty and its Applications, 2011