The credit valuation adjustment (CVA) on an over-the-counter derivative transaction is the price of the risk associated with the potential default of the counterparties to the trade. This dissertation provides an introduction ...

This dissertation sets out to describe a set of financial instruments whose cash flows are driven by the movements in some underlying population's mortality rates. For example, a longevity bond where the coupons are ...

In the present work we initiate the investigation of a stochastic system of evolution partial differential equations modelling the turbulent flows of a bidimensional second grade fluid. Global existence and uniqueness of ...

In this thesis, we investigate the stochastic three dimensional Navier-Stokes-∝ model and the stochastic three dimensional Leray-∝ model which arise in the modelling of turbulent flows of fluids. We prove the existence of ...

Multivariate time series analysis became popular in the early 1950s when the need to analyse time series simultaneously arose in the field of economics. This study provides an overview of some of the aspects of multivariate ...

This work presents a class of models in asset pricing, whose underlying has dynamics of Affine jump diffusion type. We first present L´evy processes with their properties. We then introduce Affine jump diffusion processes ...

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The purpose of this study is to advance the understanding of why some mathematics classrooms in disadvantaged communities are successful and others not. The study was conducted in Limpopo Province in the northern part of ...

In this thesis, we establish a general and type independent theory for the existence and regularity of generalized solutions of large classes of systems of nonlinear partial differential equations (PDEs). In this regard, ...