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Automorphism groups of some designs of steiner triple systems and the atomorphism groups of their block intersection graphs
(University of the Western Cape, 2014)
A Steiner triple system of order v is a collection of subsets of size three
from a set of v-elements such that every pair of the elements of the set is
contained in exactly one 3-subset. In this study, we discuss some ...
Efficient Monte Carlo methods for pricing of electricity derivatives
(University of the Western Cape, 2012)
We discuss efficient Monte Carlo methods for pricing of electricity derivatives. Electricity derivatives are risk management tools used in deregulated electricity markets. In the past,research in electricity derivatives ...
Test of the overreaction hypothesis in the South African stock market
(University of the Western Cape, 2014)
This research undertakes to investigate both long-term and short-term investor overreaction on the JSE Limited (JSE) over the period from 1 January 2002 to 31 December 2009. The period covers the restructuring and reform ...
Character tables of some selected groups of extension type using Fischer-Clifford matrices
(University of the Western Cape, 2015)
The aim of this dissertation is to calculate character tables of group extensions. There are several well developed methods for calculating the character tables of some selected group extensions. The method we study in ...
Meta-Cayley Graphs on Dihedral Groups
(University of the Western Cape, 2017)
The pursuit of graphs which are vertex-transitive and non-Cayley on groups has been ongoing for some time. There has long been evidence to suggest that such graphs are a very rarety in occurrence. Much success has been had ...
Topogenous Structures on Categories
(University of the Western Cape, 2016)
Although the interior operators correspond to a special class of neighbourhood operators, the closure operators are not nicely related to the latter. We introduce and study the notion of topogenous orders on a category ...
Pricing European options : a model-free approach
(University of the Western Cape, 2016)
This paper focuses on the newly revived interest to model free approach in finance. Instead of postulating some probability measure it emerges in a form of an outer-measure. We review the behavior of a market stock price ...
Methods of optimizing investment portfolios
(2013)
In this thesis, we discuss methods for optimising the expected rate of return of a
portfolio with minimal risk. As part of the work we look at the Modern Portfolio
Theory which tries to maximise the portfolio's expected ...
Mathematical modeling and analysis of HIV/AIDS control measures
(University of the Western Cape, 2012)
In this thesis, we investigate the HIV/AIDS epidemic in a population which experiences a significant flow of immigrants. We derive and analyse a math-
ematical model that describes the dynamics of HIV infection among the ...
Mathematical model of performance measurement of defined contribution pension funds
(University of the Western Cape, 2015)
The industry of pension funds has become one of the drivers of today’s economic activity by its important volume of contribution in the financial market and by creating wealth. The increasing importance that pension funds ...