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Comparing South African financial markets behaviour to the geometric Brownian Motion Process
(University of the Western Cape, 2008)
This study examines the behaviour of the South African financial markets with regards to the Geometric Brownian motion process. It uses the daily, weekly, and monthly stock returns time series of some major securities ...
Socio-demographic characteristics and HIV testing in Omdurman National Voluntary Counseling and Testing (VCT) in Sudan by Reem Mutwali
(UWC, 2008)
The identification of the association between socio-demographic characteristics and HIV was found to be a useful tool in determining the important risk factors in Sudan. In this study, the relationship(s) between HIV test ...
Determinants of female labour force participation in South Africa in 2008
(2009)
South Africa’s female labour supply increased substantially over almost the past two decades. Female labour force participation is an imperative indication of the extent to which females participate in the economic activities ...
Fitting extreme value distributions to the Zambezi river flood water levels recorded at Katima Mulilo in Namibia
(University of the Western Cape, 2005)
The aim of this research project was to estimate parameters for the distribution of annual maximum flood levels for the Zambezi River at Katima Mulilo. The estimation of parameters was done by using the maximum likelihood ...
An Application of Multiple Regression in Exchange Rate Arrangements
(University of the Western Cape, 2008)
This project "An application of multiple regression in exchange rate arrangement" focused on the processes followed by different countries when choosing an exchange rate regime for currency stabilization. It analyses the ...
Stochastic Volatility Models for Contingent Claim Pricing and Hedging
(University of the Western Cape, 2008)
The present mini-thesis seeks to explore and investigate the mathematical theory and concepts that underpins the valuation of derivative securities, particularly European plainvanilla options. The main argument that we ...
Power studies of multivariate two-sample tests of comparison
(University of the Western Cape, 2007)
The multivariate two-sample tests provide a means to test the match between two multivariate distributions. Although many tests exist in the literature, relatively little is known about the relative power of these procedures. ...
Teaching logarithmic inequalities using omnigraph
(University of the Western Cape, 2007)
Over the last few years it became clear that the students struggle with the basic concepts of logarithms and inequalities, let alone logarithmic inequalities due to the lack of exposure of these concepts at high school. ...
Return flight: The exodus of professionals from South Africa
(University of the Western Cape, 2007)
Research shows that more than 60 percent of South African born professionals, who graduated from South African universities, are leaving the country to work abroad in search of better working environments and financial ...
Location-based estimation of the autoregressive coefficient in ARX(1) models
(University of the Western Cape, 2006)
In recent years, two estimators have been proposed to correct the bias exhibited by the leastsquares (LS) estimator of the lagged dependent variable (LDV) coefficient in dynamic regression models when the sample is finite. ...