Browsing Philosophiae Doctor - PhD (Mathematics) by Subject "Computational finance"
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Efficient numerical methods based on integral transforms to solve option pricing problems
(University of the Western Cape, 2012)In this thesis, we design and implement a class of numerical methods (based on integral transforms) to solve PDEs for pricing a variety of financial derivatives. Our approach is based on spectral discretization of the ... -
Reliable numerical simulations of problems for pricing real estate derivatives
(University of the Western Cape, 2022)The globalisation of nancial systems has presented new challenges to investing in real estate assets. For example, any crisis occurring in one real estate market will have an adverse e ect on other markets regardless ...