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Now showing items 21-24 of 24
Numerical singular perturbation approaches based on spline approximation methods for solving problems in computational finance
(University of the Western Cape, 2011)
Options are a special type of derivative securities because their values are derived from
the value of some underlying security. Most options can be grouped into either of
the two categories: European options which can ...
Mathematical models for optimal management of bank capital, reserves and liquidity
(University of the Western Cape, 2019)
The aim of this study is to construct and propose continuous-time mathematical models
for optimal management of bank capital, reserves and liquidity. This aim emanates from
the global financial crisis of 2007 − 2009. In ...
Codes, graphs and designs from maximal subgroups of alternating groups
(University of the Western Cape, 2018)
The main theme of this thesis is the construction of linear codes from adjacency matrices or sub-matrices of adjacency matrices of regular graphs. We first examine the binary codes from the row span of biadjacency ...
Mathematical epidemiology of malaria disease transmission and its optimal control analyses
(University of the Western Cape, 2010)
In this thesis, we present and analyse an SEIR (susceptible-exposed infectious-recovered) model for malaria disease transmission. The model consists treatment and control strategies such as the use of bed nets and spray ...