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Thomas A. McWalter
Thomas A. McWalter
University of Cape Town, University of Johannesburg
Verifisert e-postadresse på analytical.co.za
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A new general biomarker-based incidence estimator
R Kassanjee, TA McWalter, T Bärnighausen, A Welte
Epidemiology 23 (5), 721-728, 2012
1122012
HIV incidence in rural South Africa: comparison of estimates from longitudinal surveillance and cross-sectional cBED assay testing
T Bärnighausen, C Wallrauch, A Welte, TA McWalter, N Mbizana, ...
PLoS One 3 (11), e3640, 2008
1102008
When and how to use assays for recent infection to estimate HIV incidence at a population level
J Micallef, E Gouws, G Vercauteren, B Parekh, A Sands, M Busch, ...
World Health Organization, 2011
107*2011
More and better information to tackle HIV epidemics: towards improved HIV incidence assays
Incidence Assay Critical Path Working Group
PLoS medicine 8 (6), e1001045, 2011
762011
HIV incidence estimation using the BED capture enzyme immunoassay: systematic review and sensitivity analysis
T Bärnighausen, TA McWalter, Z Rosner, ML Newell, A Welte
Epidemiology 21 (5), 685-697, 2010
652010
Relating recent infection prevalence to incidence with a sub-population of assay non-progressors
TA McWalter, A Welte
Journal of mathematical biology 60, 687-710, 2010
602010
Using tests for recent infection to estimate incidence: problems and prospects for HIV
A Welte, TA McWalter, O Laeyendecker, TB Hallett
Euro surveillance: bulletin europeen sur les maladies transmissibles …, 2010
472010
A simplified formula for inferring HIV incidence from cross-sectional surveys using a test for recent infection
A Welte, TA McWalter, T Bärnighausen
AIDS research and human retroviruses 25 (1), 125-126, 2009
462009
A comparison of biomarker based incidence estimators
TA McWalter, A Welte
PloS one 4 (10), e7368, 2009
432009
Defining optimality of a test for recent infection for HIV incidence surveillance
R Kassanjee, TA McWalter, A Welte
AIDS research and human retroviruses 30 (1), 45-49, 2014
372014
Recursive Marginal Quantization of Higher-Order Schemes
TA McWalter, R Rudd, J Kienitz, E Platen
Quantitative Finance 18 (04), 693-706, 2018
282018
Reply to ‘Should biomarker estimates of HIV incidence be adjusted?’
A Welte, TA McWalter, T Bärnighausen
AIDS (London, England) 23 (15), 2062, 2009
252009
Quadratic hedging of basis risk
H Hulley, TA McWalter
Journal of Risk and Financial Management 8 (1), 83-102, 2015
20*2015
Seroconverting blood donors as a resource for characterising and optimising recent infection testing algorithms for incidence estimation
R Kassanjee, A Welte, TA McWalter, SM Keating, M Vermeulen, ...
PLoS One 6 (6), e20027, 2011
132011
Fast quantization of stochastic volatility models
R Rudd, TA McWalter, J Kienitz, E Platen
arXiv preprint arXiv:1704.06388, 2017
102017
Black economic empowerment regulation and risk incentives
TA McWalter, PH Ritchken
Journal of Economic Dynamics and Control 139, 104406, 2022
7*2022
Dynamic initial margin estimation based on quantiles of Johnson distributions
TA McWalter, J Kienitz, N Nowaczyk, R Rudd, SK Acar
Journal of Credit Risk 18 (4), 93-116, 2022
7*2022
Effective stochastic volatility: applications to ZABR-type models
M Felpel, J Kienitz, TA McWalter
Quantitative Finance 21 (5), 837-852, 2021
72021
Quadratic criteria for optimal martingale measures in incomplete markets
TA McWalter
University of the Witwatersrand, 2006
72006
On stock-based loans
TA McWalter, PH Ritchken
Journal of Financial Intermediation 52, 100991, 2022
62022
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Artikler 1–20