ProfMesias Alfeus
Associate Professor
Statistics And Actuarial Science
Orcid identifier0000-0001-9273-0614
- Associate ProfessorStatistics And Actuarial Science
- +27218089928 Ext.9928 (Work)
- +27633236629 (Mobile)
- Stellenbosch University, Statistics and Actuarial Science, Cnr Bosman & Victoria Street, Stellenbosch, Western Cape, 7602, South Africa
TEACHING INTERESTS
- 2020 – present: Modern Portfolio Theory and Investment Analysis (FRM 344), Financial Risk Management (FRM 242), Financial Risk Management
242, Advanced Portfolio Theory Management (FRM 863), Department of Statistics and Actuarial Science, University of Stellenbosch.
- 2019 –2019: Mathematics for Information Technology, Foundations of Engineering Mathematics and Topics in Volatility Modelling,
School of Mathematics and Applied Statistics, University of Wollongong
Australia. - 2016 –2018: Quantitative Business Analysis and Derivative Securities, Finance Department, University of Technology Sydney Business School.
- 2015 –2015: Risk Analysis and Financial Mathematics, Department of Mathematics, University of Namibia.
TEACHING ACTIVITIES
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- COURSE TAUGHTFinancial Risk Management (FRM 242)22 Jul 2024 - 29 Nov 2024
- COURSE TAUGHTAdvanced Portfolio Theory Management (FRM 863)12 Feb 2024 - 4 Jun 202415
- COURSE TAUGHTFinancial Risk Management (FRM 242)24 Jul 2023 - 30 Nov 202354690-242
- COURSE TAUGHTAdvanced Portfolio Theory Management (FRM 863)13 Feb 2023 - 10 Jun 202310518-863
- RESEARCH-BASED DEGREE SUPERVISIONIs the Volatility of the FTSE/JSE All Share Index Rough?13 Feb 2023 - 27 Nov 2023Lead supervisor
- RESEARCH-BASED DEGREE SUPERVISIONModeling Fine Wine in South Africa13 Feb 2023 - 27 Nov 2023Lead supervisor
- RESEARCH-BASED DEGREE SUPERVISIONThe Role of Roll-Over-Risk in the Banking Sector13 Feb 2023 - 27 Nov 2023Lead supervisor
- RESEARCH-BASED DEGREE SUPERVISIONJoint VIX Modelling9 Jan 2023Lead supervisor
- COURSE TAUGHTFinancial Risk Management (FRM 242)25 Jul 2022 - 30 Nov 202254690-242
- COURSE TAUGHTModern Portfolio Theory and Investment Analysis (FRM 344)25 Jul 2022 - 30 Nov 202254690-344
- RESEARCH-BASED DEGREE SUPERVISIONRandom Forest in Finance12 Jul 2022Lead supervisor
- COURSE TAUGHTAdvanced Portfolio Theory Management (FRM 863)14 Feb 2022 - 13 Jun 202210518-863
- RESEARCH-BASED DEGREE SUPERVISION14 Feb 2022 - 9 Dec 2022Lead supervisor
- RESEARCH-BASED DEGREE SUPERVISIONVariance Reduction in Monte Carlo Option Pricing14 Feb 2022 - 28 Nov 2022Lead supervisor
- RESEARCH-BASED DEGREE SUPERVISION7 Feb 2022 - 4 Mar 2024Lead supervisor
- RESEARCH-BASED DEGREE SUPERVISION10 Jan 2022 - 31 Oct 2023Lead supervisor
- COURSE TAUGHTFinancial Risk Management (FRM 242)26 Jul 2021 - 30 Nov 202154690-242
- COURSE TAUGHTModern Portfolio Theory and Investment Analysis (FRM 344)26 Jul 2021 - 30 Nov 202154690-344
- COURSE DEVELOPEDAdvanced Portfolio Theory Management (FRM 863)15 Feb 2021
- COURSE TAUGHTAdvanced Portfolio Theory Management (FRM 863)15 Feb 2021 - 10 Jun 202110518-863
- RESEARCH-BASED DEGREE SUPERVISIONEstimation of Default Risk in South African financial Market15 Feb 2021 - 29 Nov 2021Lead supervisor
- RESEARCH-BASED DEGREE SUPERVISIONImproving Realised Assest Class Volatility Estimates15 Feb 2021 - 29 Nov 2021Lead supervisor
- RESEARCH-BASED DEGREE SUPERVISIONLocal Regime Switching Models15 Feb 2021 - 29 Nov 2021Lead supervisor
- RESEARCH-BASED DEGREE SUPERVISION9 Feb 2021 - 30 Nov 2022Lead supervisor
- RESEARCH-BASED DEGREE SUPERVISIONMETA-LABELING ARCHITECTURE8 Feb 2021 - 27 Oct 2022Lead supervisor
