Browsing Theses and Dissertations (Mathematics and Applied Mathematics) by Type "Dissertation"
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Browsing Theses and Dissertations (Mathematics and Applied Mathematics) by Type "Dissertation"
Now showing items 1-20 of 105
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(University of Pretoria, 2018)This dissertation examines the market efficiency and arbitrage opportunities between 04 January 2000 and 31 December 2015 on selected JSE-listed stocks and equity indices. To assess market efficiency, four tests were ...
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(University of Pretoria, 2019)This study investigates the cryptocurrency called bitcoin. A cryptocurrency is a type of currency that depends on cryptography to issue new units instead of depending on government decree like fiat currencies. The study ...
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(University of Pretoria, 2018)In this dissertation, Szemer edi's Theorem is proven using ergodic theoretic techniques via the Furstenberg Multiple Recurrence Theorem. Brief historical remarks, along with a non-technical layout of the ideas behind the ...
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(University of Pretoria, 2021)The aim of the dissertation was to conduct a literature study on mathematical modelling, numerical computation and mathematical analysis of a linear and nonlinear Timoshenko model for the vibration of a rod with an axial ...
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(University of Pretoria, 2022)Research on vibrations of flexible structures is ongoing in engineering and applied mathematics fields. Flexible structures in practice can be considered as systems of interconnected rod-like components. This dissertation ...
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(University of Pretoria, 2012)This dissertation is based on the papers written by Platen and Rebolledo (1996), and Platen (1999). The papers focuses on modeling the short term interest rate by optimizing relative entropy of two probability measures Q ...
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(University of Pretoria, 2023)Researchers from the field of econophysics have favoured the idea that financial markets are a complex adaptive system, consisting of entities that behave and interact in a diverse manner, leading to non-linear, emergent ...
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(University of Pretoria, 2023)In this dissertation various models with variational forms similar to that of the wave equation are considered, i.e. second order hyperbolic type partial differential equations. These models include several linear ...
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(University of Pretoria, 2009-11-23)This dissertation provides a brief theoretical introduction to the Malliavin calculus leading to a particular application in finance. The Malliavin calculus concepts are used to aid in the simulation of the Greeks for ...
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(University of Pretoria, 2022)In this work, we focus on a general procedure for finding exact travelling wave solutions for evolution equations with polynomial nonlinearites. Mathematically, looking for travelling wave solutions is asking the question ...
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(University of Pretoria, 2012)The classical SIR and SIS epidemiological models are extended by considering the number of adequate contacts per infective in unit time as a function of the total population in such a way that this number grows less rapidly ...
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(University of Pretoria, 2011)Employee share options and Black Economic Empowerment deals are financial instruments found in the South African market. Employee share options (ESOs) are issued as a form of non-cash compensation to the employees of the ...
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(University of Pretoria, 2007-07-26)Stochastic differential equations (SDE’s) are used to describe systems which are influenced by randomness. Here, randomness is modelled as some external source interacting with the system, thus ensuring that the stochastic ...
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(University of Pretoria, 2020-12)A cone K in a vector space X is a subset which is closed under addition, positive scalar multiplication and the only element with additive inverse is zero. The pair (X, K) is called an ordered vector space. In this study, ...
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(University of Pretoria, 2007-06-15)Please read the abstract (Summary) in the section 00front of this document
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(University of Pretoria, 2014)The Binomial option pricing model plays an integral role in modern nance due to its simplicity to implement and pedagogical value. There are two ways of extending the Binomial model on one source of underlying risk. The ...
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(University of Pretoria, 2020)Order properties are normally derived from maximum principles associated with an operator, say $P$, in classical formulation. This result is often formulated as a comparison theorem for solutions of linear elliptic PDEs ...
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(University of Pretoria, 2024-07-12)In this thesis we study certain vector lattice properties of the space $C(X)$ of continuous functions on a given topological space X. We show that C(X) is always relatively uniformly complete, and characterize those X for ...
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(University of Pretoria, 2015-01)The vibration of elastic bodies and structures consisting of elastic bodies is an active research field in engineering and applied mathematics. Typically, a mathematical model is a complex system of partial differential ...
Now showing items 1-20 of 105