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Fitting extreme value distributions to the Zambezi river flood water levels recorded at Katima Mulilo in Namibia
(University of the Western Cape, 2005)
The aim of this research project was to estimate parameters for the distribution of annual maximum flood levels for the Zambezi River at Katima Mulilo. The estimation of parameters was done by using the maximum likelihood ...
Transport modelling in the Cape Town Metropolitan Area
(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 ...
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 ...