Now showing items 1-6 of 6
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, ...
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 ...
Inference from finite population sampling : a unified approach.
In this thesis, we have considered the inference aspects of sampling from a finite population. There are significant differences between traditional statistical inference and finite population sampling inference. In the ...
Longitudinal survey data analysis.
To investigate the effect of environmental pollution on the health of children in the Durban South Industrial Basin (DSIB) due to its proximity to industrial activities, 233 children from five primary schools were considered. ...
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 ...
Nonlinear models for neural networks.
The most commonly used applications of hidden-layer feed forward neural networks are to fit curves to regression data or to provide a surface from which a classification rule can be found. From a statistical viewpoint, the ...