Now showing items 1-8 of 8
Applications of Levy processes in finance.
The option pricing theory set forth by Black and Scholes assumes that the underlying asset can be modeled by Geometric Brownian motion, with the Brownian motion being the driving force of uncertainty. Recent empirical studies, ...
Stochastic volatility effects on defaultable bonds.
We study the eff ects of stochastic volatility of defaultable bonds using the first -passage structural approach. In this approach Black and Cox (1976) argued that default can happen at any time. This then led to the ...
Time series modelling with application to South African inflation data
The research is based on financial time series modelling with special application
Modelling CD4+ count over time in HIV positive patients initiated on HAART in South Africa using linear mixed models.
HIV is among the highly infectious and pathogenic diseases with a high mortality rate. The spread of HIV is in uenced by several individual based epidemiological factors such as age, gender, mobility, sexual partner pro ...
Estimating risk determinants of HIV and TB in South Africa.
Where HIV/AIDS has had its greatest adverse impact is on TB. People with TB that are infected with HIV are at increased risk of dying from TB than HIV. TB is the leading cause of death in HIV individuals in South Africa. ...
D-optimal designs for drug synergy.
This thesis is fo cused on the construction of optimal designs for detecting drug interaction using the two-variable binary logistic mo del. Two sp eci c mo dels are considered: (1) the binary two-variable logistic mo del ...
Modeling environmental factors affecting the growth of eucalypt clones.
Tree growth is influenced by environment and genetic factors. The same tree growing in different areas will have different growth patterns. Trees with different genetic material, e.g. pine and Eucalyptus trees, growing ...
Modelling acute HIV infection using longitudinally measured biomarker data including informative drop-out.
Background. Numerous methods have been developed to model longitudinal data. In HIV/AIDS studies, HIV markers, CD4+ count and viral load are measured over time. Informative drop-out and the lower detection limit of viral ...