Browsing Magister Scientiae - MSc (Mathematics and Applied Mathematics) by Title
Now showing items 63-82 of 90
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Numerical methods for the valuation of financial derivatives
(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 ... -
Numerical techniques for optimal investment consumption models
(University of the Western Cape, 2014)The problem of optimal investment has been extensively studied by numerous researchers in order to generalize the original framework. Those generalizations have been made in different directions and using different techniques. ... -
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 ... -
Numerical treatment of non-linear singular perturbation problems
(University of the Western Cape, 2007)This thesis deals with the design and implementation of some novel numerical methods for nonlinear singular perturbations problems (NSPPs). We provide a survey of asymptotic and numerical methods for some NSPPs in past ... -
On the design and implementation of a hybrid numerical method for singularly perturbed two-point boundary value problems
(University of the Western Cape, 2014)With the development of technology seen in the last few decades, numerous solvers have been developed to provide adequate solutions to the problems that model different aspects of science and engineering. Quite often, these ... -
On the method of lines for singularly perturbed partial differential equations
(University of the Western Cape, 2017)Many chemical and physical problems are mathematically described by partial differential equations (PDEs). These PDEs are often highly nonlinear and therefore have no closed form solutions. Thus, it is necessary to ... -
On the numerical integration of singularly perturbed Volterra integro-differential equations
(University of the Western Cape, 2017)Efficient numerical approaches for parameter dependent problems have been an inter- esting subject to numerical analysts and engineers over the past decades. This is due to the prominent role that these problems play in ... -
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 ... -
Pairings of binary reflexive relational structures
(University of the Western Cape, 2007)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 between ... -
Pairings of binary reflexive relational structures
(University of the Western Cape, 2007)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 between ... -
The paradox of enrichment in predator-prey systems
(University of Western Cape, 2020)In principle, an enrichment of resources in predator-prey systems show prompts destabilisation of a framework, accordingly, falling trophic communication, a phenomenon known to as the \Paradox of Enrichment" [54]. After ... -
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 ... -
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 ... -
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 ... -
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 ... -
Singular integral equations and realization: A survey of the state space method
(University of the Western Cape, 1996)Different methods for solving singular integral equations exist. One of the most recent methods is the so-called state space method. This method is based on the fact that a rational matrix function VV(^) which is analytic ... -
Skills, training and support for carers in HIV/AIDS community home-based care: a case study of carers in Chikankata, Zambia
(University of the Western Cape, 2005)The high prevalence of HIV/AIDS in Zambia has led to the development of innovative ways of coping with sickness related to this infection. HIV/AIDS home-based care is one such innovation designed in Chikankata Hospital in ... -
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 ... -
Strong simplicity of groups and vertex - transitive graphs
(University of the Western Cape, 2010)In the course of exploring various symmetries of vertex-transitive graphs, we introduce the concept of quasi-normal subgroups in groups. This is done since the symmetries of vertex-transitive graphs are intimately linked ... -
A survey of the computer enhanced services of the Outreach Project of UWC developed for grade 12 mathematic learners and a critical appraisal of the MICSEC2000 program.
(University of the Western Cape, 2005)The Outreach Project of the University of the Western Cape has since 1982 through various computer supported services been assisting grade 12 mathematics learners and educators at previously disadvantaged Western Cape high ...