Department of Mathematics: Recent submissions
Now showing items 101-120 of 131
-
Mathematical models of credit management and credit derivatives
(2010)The first two chapters give the background, history and overview of the dissertation, together with the necessary mathematical preliminaries. Thereafter, the next four chapters deal with credit risk and credit derivatives.The ... -
Pricing methods for Asian options
(2010)We present various methods of pricing Asian options. The methods include Monte Carlo simulations designed using control and antithetic variates, numerical solution of partial differential equation and using lower bounds.The ... -
Stochastic modelling in bank management and optimization of bank asset allocation
(2009)The Basel Committee published its proposals for a revised capital adequacy framework(the Basel II Capital Accord) in June 2006. One of the main objectives of this framework is to improve the incentives for state-of-the-art ... -
Mathematical modelling of the HIV/AIDS epidemic and the effect of public health education
(University of Western Cape, 2014)HIV/AIDS is nowadays considered as the greatest public health disaster of modern time. Its progression has challenged the global population for decades. Through mathematical modelling, researchers have studied different ... -
Mathematical modeling of population dynamics of HIV with antiretroviral treatment and herbal medicine
(University of Western Cape, 2014)Herbal medicines have been an important part of health and wellness for hundreds of years. Recently the World Health Organization estimated that 80% of people worldwide rely on herbal medicines. Herbs contain many ... -
Discrete time methods of pricing Asian options
(University of Western Cape, 2014)This dissertation studies the computation methods of pricing of Asian options. Asian options are options in which the underlying variable is the average price over a period of time. Because of this, Asian options have a ... -
A mathematical modeling of optimal vaccination strategies in epidemiology
(University of the Western Cape, 2010)We review a number of compartmental models in epidemiology which leads to a nonlinear system of ordinary differential equations. We focus an SIR, SEIR and SIS epidemic models with and without vaccination. A threshold ... -
A model of pension portfolios with salary and surplus process
(University of the Western Cape, 2010)Essentially this project report is a discussion of mathematical modelling in pension funds, presenting sections from Cairns, A.J.D., Blake, D., Dowd, K., Stochastic lifestyling: Optimal dynamic asset allocation for defined ... -
The non-cancellation groups of certain groups which are split extensions of a finite abelian group by a finite rank free abelian group
(University of the Western Cape, 2008)The groups we consider in this study belong to the class X0 of all nitely generated groups with nite commutator subgroups. We shall eventually narrow down to the groups of the form T owZn for some n 2 N and some nite ... -
Higher order numerical methods for singular perturbation problems
(University of the Western Cape, 2009)In recent years, there has been a great interest towards the higher order numerical methods for singularly perturbed problems. As compared to their lower order counterparts, they provide better accuracy with fewer mesh ... -
Groupoids of homogeneous factorisations of graphs
(University of the Western Cape, 2009)This thesis is a study on the confluence of algebraic structures and graph theory. Its aim is to consider groupoids from factorisations of complete graphs. We are especially interested in the cases where the factors are ... -
Robust computational methods for two-parameter singular perturbation problems
(University of the Western Cape, 2010)This thesis is concerned with singularly perturbed two-parameter problems. We study a tted nite difference method as applied on two different meshes namely a piecewise mesh (of Shishkin type) and a graded mesh (of Bakhvalov ... -
A model for managing pension funds with benchmarking in an inflationary market
(University of the Western Cape, 2011)Aggressive fiscal and monetary policies by governments of countries and central banks in developed markets could somehow push inflation to some very high level in the long run. Due to the decreasing of pension fund benefits ... -
The influence of interfaces on the understanding of Mathematics in secondary schools in Afghanistan
(University of the Western Cape, 2010)The focus of this research is to establish whether there is a difference in the way the genders perceive the visualization of mathematics, with specific reference to set theory. The influence of the computing experience ... -
Numerical Treatment of Non-Linear singular pertubation problems
(University of the Western Cape, 2007)This thesis deals with the design and implementation of some novel numerical methods for non-linear singular pertubations problems (NSPPs). It provide a survey of asymptotic and numerical methods for some NSPPs in the past ... -
Elementary logic as a tool in proving mathematical statements
(University of the Western Cape, 2008)The findings of the study indicate that knowledge of logic does help to improve the ability of students to make logical connections (deductions) between and from statements.The results of the study, however, do not indicate ... -
Pairings of Binary reflexive relational structures
(University of the Western Cape, 2008)The main purpose of this thesis is to study the interplay between relational structures and topology , and to portray pairings in terms of some finite poset models and order preserving maps. We show the interrelations ... -
Codes from uniform subset graphs and cycle products
(University of the Western Cape, 2007)In this thesis only Binary codes are studied. Firstly, the codes overs the field GF(2) by the adjacency matrix of the complement T(n), ofthe triangular graph, are examined. It is shown that the code obtained is the full ... -
Pricing American style employee stock options having GARCH effects
(University of the Western Cape, 2010)We investigate some simulation-based approaches for the valuing of the employee stock options. The mathematical models that deal with valuation of such options include the work of Jennergren and Naeslund [L.P Jennergren ... -
Analysis and implementation of robust numerical methods to solve mathematical models of HIV and Malaria co-infection
(University of the Western Cape, 2011)There is a growing interest in the dynamics of the co-infection of these two diseases. In this thesis, firstly we focus on studying the effect of a distributed delay representing the incubation period for the malaria ...