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Thomas Andrew McWalter

This is information that was supplied by Thomas McWalter in registering through RePEc. If you are Thomas Andrew McWalter, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Thomas
Middle Name:Andrew
Last Name:McWalter
RePEc Short-ID:pmc133
[This author has chosen not to make the email address public]
Auckland Park, South Africa

: +27 (0)11 559 2492
+27 (0)11 559 2036
P.O. Box 524, Auckland Park 2006
RePEc:edi:serauza (more details at EDIRC)
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  1. T. A. McWalter & R. Rudd & J. Kienitz & E. Platen, 2017. "Recursive Marginal Quantization of Higher-Order Schemes," Papers 1701.02681,
  2. Hardy Hulley & Thomas A. McWalter, 2008. "Quadratic Hedging of Basis Risk," Research Paper Series 225, Quantitative Finance Research Centre, University of Technology, Sydney.
  1. Hardy Hulley & Thomas A. McWalter, 2015. "Quadratic Hedging of Basis Risk," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 8(1), pages 1-20, February.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (1) 2008-07-20
  2. NEP-RMG: Risk Management (1) 2008-07-20

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