Browsing Department of Mathematics by Subject "Mathematical models"

Now showing items 1-3 of 3

  • Mathematical models for optimal management of bank capital, reserves and liquidity 

    van Schalkwyk, Garth (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 ...

  • Numerical methods for the valuation of financial derivatives 

    Ntwiga, Davis Bundi (University of the Western Cape, 2005)
    Numerical methods form an important part of the pricing of financial derivatives and especially in cases where there is no closed form analytical formula. We begin our work with an introduction of the mathematical tools ...

  • Transport modelling in the Cape Town Metropolitan Area 

    Munyakazi, Justin Bazimaziki (University of the Western Cape, 2005)
    The use of MEPLAN by the Metropolitan Transport Planning Branch of the Cape Town City Council since 1984 was not successful due to apartheid anomalies. EMME/2 was then introduced in 1991 in replacement of MEPLAN. In this ...