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Now showing items 11-20 of 70
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 ...
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 ...
Robust Spectral Methods for Solving Option Pricing Problems
(University of the Western Cape, 2012)
Robust Spectral Methods for Solving Option Pricing Problems
by
Edson Pindza
PhD thesis, Department of Mathematics and Applied Mathematics, Faculty of
Natural Sciences, University of the Western Cape
Ever since the ...
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 ...
Investigating the difficulties of first year mainstream mathematics students at the University of the Western Cape with “related rates” problems
(University of the Western Cape, 2014)
The aim of the thesis is to research the difficulties that first year mainstream mathematics students at UWC experience when solving Related Rates problems in calculus. In chapter 2, an in-depth study was made of the nature ...
The Birch and Swinnerton-Dyer Conjecture for elliptic curves.
(University of the Western Cape, 2014)
The aim of this dissertation is to provide an exposition of the Birch and Swinnerton-Dyer Conjecture, considered by many to be one of the most important unsolved problems in modern Mathematics. A review of topics in Algebraic ...
Codes Related to and Derived from Hamming Graphs
(University of the Western Cape, 2013)
Codes Related to and Derived from Hamming Graphs
T.R Muthivhi
M.Sc thesis, Department of Mathematics, University of Western Cape
For integers n; k 1; and k n; the graph k
n has vertices the 2n vectors
of Fn2
and ...