Postgraduate

# Recent Graduates & Theses

## Recent Graduates & Theses

2013 | 2012 | 2011 | 2010 | |

2009 | 2008 | 2007 | 2006 | 2005 |

2004 | 2003 | 2002 | 2001 | 2000 |

2013 | MSc | Top |
---|---|---|

Name | Thesis Title | Supervisor(s) |

Apfel, Gayle | Strict Extensions in Pointfree Topology | Dr A Schuaerte, Prof H Kunzi |

2012 | PhD | Top |

Name | Thesis Title | Supervisor(s) |

Bakri Mohamed, Hassan | Properties of solutions of the equations for generalised Oldroyd-B fluids | Prof BD Reddy |

Mabula, Mokhwetha Daniel | Compactness in an asystematically normed lattices | Jurie Conradie |

Okouma, Patrice | Aspects of dark energy and cosmic curvature | Bruce Bassett |

Olela Otafudu, Olivier | Convexity in quasi-metric spaces | Hans-Peter Kunzi |

Rademeyer, Rebecca | The evolution of management procedures for the SA hake resource in the 2000s | Doug Butterworth |

MSc | ||

Name | Thesis Title | Supervisor(s) |

Birch, Thomas | Algrorithmic randomness on computable metric spaces and hyperspaces | Vasco Brattka |

Calder-Potts, George | Review of current radiometer technology with suggestions for future South Afrcan satellites | Peter Dunsby and Michael Inggs |

Clarke, Alan | A study of distance and the Baryon Acoustic Oscillations in curved spacetimes | Bruce Bassett |

Conradie, Pieter | Photon trajectories in a void dominated universe | Peter Dunsby |

Giovannoni, Amalio | Complex projective space-The final frontier | Jeff Murugan |

Goldberg, Terence | Regular and chaotic dynamics of the resonantly driven wobbling kink | Igor Barashenkov |

Lee-Thorp, James | Spectral continuation study of the temporally periodic solitions of the damped-driven nonlinear Schrödinger equations | Igor Barashenkov |

Mbewu, James | Computational modelling of cardiac function and myocardial infarction | Prof BD Reddy |

Sikhonde, Muzikayise | A study of chameleon-photon mixing from pulsars | Amanda Weltman |

Walters, Anthony | Constructing realistic Szekeres models from initila and final data | Charles Hellaby |

Financial Math - MSc | ||

Name | Thesis Title | Supervisor(s) |

Njau, Mercy | Finite activity jump models for option pricing | Ronald Becker |

Sewnath, Neville | Pricing of credit risk and credit derivatives: from theory to implemetation | Haim Abrahim |

2011 | PhD | Top |

Name | Thesis Title | Supervisor(s) |

Mhlanga, Farai | Computation of Greeks using Malliavin calculus | Prof RI Becker |

MSc | ||

Name | Thesis Title | Supervisor(s) |

Masike, Kakanyo | The required Ansatz to construct lie point trandformations and the symmetries of a first-order stochastic differential equation | Dr. E Fredericks |

Müller, Andrea | Humpback whales, rock lobsters and mathematics: exploration of assessment models incorporating stock-structures | Prof DS Butterworth |

Newling, James | Novel methods of supernova classification and type probability estimation | Prof BACC Bassett |

Nwosa, Chijioke | Orbital environment risk assessment | |

MSc - Financial Maths | ||

Name | Thesis Title | Supervisor(s) |

Ashforth, James | A numerical methods approach to Brennan-Schwatz real options | Prof RI Becker |

Bhyat, Aneez | An examination of liquidity risk and liquidity risk measures | Prof RI Becker |

Jensen, Tracy | Modelling conditional covariances with orthogonal factor models | Dr L Haines |

Jones, Christopher | An investigation of short rate models and the pricing of contigent claims in a South African setting | Prof RI Becker |

Mancuveni, Conlias | Application of extreme value theory and coherent risk measures to the market risk of South African hedge funds | Prof PKS Dunsby |

Mhuru, Trust | Empirical evidence of stock split market effects | Prof R Guo (Stat Sci) |

Ndikumana, Anita | Partial hedging: the trade-off between risk and cost | Dr PW Ouwehand |

2010 | PhD | Top |

Name | Thesis Title | Supervisor(s) |

Gray, James | Algebraic exponentiation and internal homology in general categories | Prof G Janelidze |

Inyangala, Edward | Categorical semi-direct products in a variety of groups with mulitple operators | Prof G Janelidze |

Kazembe, John | Modelling the influence of rainfall variability and different grazing systems on the spatiotemporal dynamics and productivity of semiarid rangelands | Richardson, F.D. |

Kotze, Jacques | Forecasting and optimization in modern cosmology | Prof BACC Bassett |

Makitu, Charly | On Doitchinov's quietness for arbitary quasi-uniform spaces | Prof H-P Kunzi |

Prinsloo, Andrea | Applications of the Gauge Theory/Gravity Correspondence | Dr. J Murugan |

MSc | ||

Name | Thesis Title | Supervisor(s) |

Ayivor, Audry | On grid diagrams, braids and Markov moves | A/Prof CRA Gilmour |

Elmardi, Maye | Magnetogensis from cosmological velocity perturbations in multi-component fluids | Prof PKS Dunsby |

van Heerden, Thomas | Solitions in modulated optical materials | Prof IV Barashenkov |

Ravelomanana, Huygens | An elementary approach to some aspects of Heegaard Floer homology | A/Prof CRA Gilmour |

Wiggins, Harry | Factorization properties of universal algebras | Prof H-P Kunzi |

MSc - Financial Maths | ||

Name | Thesis Title | Supervisor(s) |

Biddulph, Dale | Carbon price process and carbon derivatives | Prof RI Becker |

Chopho, Mamello | Arbitrage pricing of credit default swaps in a LIBOR market model | Prof RI Becker |

Jones, Samantha | Introducing Lognormality: The adapted LIBOR market model | Prof RI Becker |

Kalsheker, Farhan | Exotic equity option models with stochastic volatility and jumps | Prof R Guo |

Linley, Christopher | Modelling dependence in collateralised debt obligations with copulas | Prof RI Becker |

Clur, John-Craig | Non-parametric smoothing in extreme value theory | Dr L Haines |

Mokoma, Kaibe | Strategic asset selection taxonomy: fund of hedge funds | Prof RI Becker |

Zadikov, Ariel | Methods of pricing convertible bonds | Prof RI Becker |

Zwane, Samukelo | Accurate estimation of Risk under the capital assett pricing model | Assoc Prof C Thiart |

2009 | PhD | Top |

Name | Thesis Title | Supervisor(s) |

Reynolds, Q | Mathematical and computational modelling of the behaviour of direct current plasma arcs | Prof BD Reddy |

MSc | ||

Name | Thesis Title | Supervisor(s) |

Alfedeel, Alnadhief H A | Observations in Inhomogeneous Cosmology and the Cosmic Mass | A/Prof C Hellaby |

Caires dos Santos, M (Distinction) |
On One Class of Extensions of Lie Agebras and the Casimir Functions Related to It | A/Prof A Ianovsky |

van der Merwe, Thyla (Distinction) |
Generic Attacks on Iterated Hash Functions | Dr C Swart |

Msc - Financial Maths | ||

Name | Thesis Title | Supervisor(s) |

Chingoma, Peter | Sensitivity of Guaranteed Annuity Option pricing to Libor Market Model calibration | Dr. Diane Wilcox |

Jama, Siphamandla | An Alternative View of Multivariate Stable Distributions | Prof R Guo (Stat Sci) |

Matoti, Lundi | Building a Statistical Linear Factor Model Gate and a Global Minimum Variance Portfolio Using Estimated Covariance Matrices | Dr D Wilcox and Dr T Gebbie |

Mbambiso, Bongani | Dissecting the South African equities market into sectors and states, | Dr D Wilcox, co-supervised by Dr Tim Gebbie |

Mtemeri, Tinotenda | Modelling of Volatility of Stock Process Using GRACH Models and its Importance in Portfolio Construction | Prof R Guo (Stat Sci) |

Preston, Bradley | Pricing Equity Options on Multiple Underlyings in the South African Context | P Bosman |

Selamolela, Selebelo | The Pricing of Inflation Linked Securities using the HJM Model | Prof R Becker |

Thiart, Emmerentia | A Study of Volatility Models and their Application to the South African Financial Markets | Dr L Smit (Brait) |

2008 | PhD | Top |

Name | Thesis Title | Supervisor(s) |

Leach, J | Alternative Theories of Gravity and their Application to Cosmology | Prof PKS Dunsby |

Martins-Ferreira, Nelson | Low-Dimensional Internal Categorical Structures in Weakly Mal'cev Sesquicategories | Prof G Janelidze |

Muchatibaya, Gift | Mathematical Modelling of Unsteady Contact Melting | Prof TG Myers, Dr SL Mitchell |

Tembo, Isaac | Aspects of Spectral Theory for Algebras of Measurable Operators | |

MSc | ||

Name | Thesis Title | Supervisor(s) |

Bodenham, Dean | ||

Hlozek, Renee | Challenges in the Hunt for Dark Energy Dynamics | Prof BACC Bassett |

Mkango, Sara | Modelling the Dynamics of the Major Marine Populations of the Southern Ocean | |

Mostert, Pieter | Stark's Conjectures | Dr K Hughes |

Robinson, William | Solitons, Spatio-Temporal Chaos and Synchronisation in Arrays of Damped Driven Nonlinear Oscillators | Prof IV Barashenkov, Dr N Alexeeva |

MSc - Financial Maths | ||

Name | Thesis Title | Supervisor(s) |

Amusan, Ibukun | Forward Starting Options under Stochastic Volatility | Prof R Becker |

Chui, Kenneth | ||

Flint, Dylan | Using Copulas in Liability Driven Investments | Dr Diane Wilcox |

Kyeyune, John | ||

Masawi, Chipo | ||

Mupambirei, Rodwel | ||

Ramsden, Bevan | Pricing Options under a Fuzzy Environment | Prof R Guo |

Riemer, Mark | ||

Steyn, Dirk | ||

2007 | PhD | Top |

Name | Thesis Title | Supervisor(s) |

Craig, TS | Promoting Understanding in Mathematical Problem-Solving through Writing: A Piagetian Analysis | Prof T Dunne & Prof J Webb |

Durrell, Fernando J | Constrained portfolio selection with Markov and non-Markov processes and Insides (PS version) | Dr PW Ouwehand & Prof H Abraham |

Oxtoby, Oliver F | Solitons and Radiation in Nonintegrable Systems | Prof IV Barashenkov |

MSc | ||

Name | Thesis Title | Supervisor(s) |

Makitu Kivuv, Charly F | Quasi-pseudometric spaces and some of their completions | Prof H-P Kunzi |

MSc - Financial Math | ||

Name | Thesis Title | Supervisor(s) |

Kirk, Richard | Modelling Seasonality in South African Agricultural Futures | Dr. Diane Wilcox |

Name | Thesis Title | Supervisor(s) |

Altaj, Mohammed | An Analysis of Spatial Percolation Models using network approach | Dr G Witten, Dr E Perrier |

Christodoulides, Nico | Inverted Theory Networks | Dr I Rewitzky |

Clarke, Jumani | σ-Frames and σ-Spaces | A/Prof CRA Gilmour |

Iiyambo, David | The Assessment and Operational Management Procedure Development for the Namibian Monkfish Resource | Prof DS Butterworth |

Lu, Hui-Ching | Obtaining the spacetime metric from cosmological observations | A/Prof C Hellaby |

Somhlaba, Sobahle | Observer Effects on pelagic fleet operations and Bayesian-based explorations of the mass balance model ecopath | |

MSc - Financial Maths | ||

Name | Thesis Title | Supervisor(s) |

Malherbe, Chanel | Fourier Method for the Measurement of Univariate and Multivariate Volatility in the presence of high frequency data | Dr Diane Wilcox, co-supervised by Dr Tim Gebbie |

2005 | PhD | Top |

Name | Thesis Title | Supervisor(s) |

Betschart, Gerold | Covariant perturbation formalisms in general relativity with applications to cosmology and astrophysics | A/Prof PKS Dunsby, Dr M Marklund (external) |

Goheer, Naureen | Topics in Stringy Cosmology | A/Prof PKS Dunsby |

Mori, M | Modelling the krill-predator dynamics of the Antarctic ecosystem | Prof DS Butterworth |

MSc | ||

Name | Thesis Title | Supervisor(s) |

Koch, Thorsten M (Distinction) |
Non-linear finite element analysis of the aortic heart valve | Prof BD Reddy |

Millner, Anthony (Distinction) |
Noncommutative Phenomena In Flat And Curved Spacetimes | A/Prof PKS Dunsby |

Mugwagwa, T | Mathematical models of coreceptor usage and dendritic cell-based vaccine on HIV- 1 infection | Dr G Witten |

Zunckel, Caroline (Distinction) |
Cosmological Magnetogenesis | A/Prof PKS Dunsby |

2004 | PhD | Top |

Name | Thesis Title | Supervisor(s) |

Djoko Kamdem, J | Convergence in the incompressible limit of finite element approximations based on the Hu-Washizu formulation in elasticity | Prof BD Reddy |

Naidoo, Inderasan | Nearness and convergence in pointfree topology | A/Prof CRA Gilmour |

Plaganyi-Lloyd, Eva | Walking the bridge from single- to multi-species approaches in Southern African fisheries management | Prof DS Butterworth |

Richardson, F.D. | Simulation models of rangeland production system: simple and complex | A/Prof BD Hahn, Prof SJ Schoeman (external) |

Scott, Leanne | Legitimacy and decision making in developmental local government: participative MCDA in Stellenbosch | Prof GFR Ellis & A/Prof S Parnell |

Tladi, M.S. | Well-posedness and long-time dynamics of Beta-plane ageostrophic flows | Prof BD Reddy |

MSc | ||

Name | Thesis Title | Supervisor(s) |

De Jager, EP | The lattice of quasi-uniformities | |

De Swardt, Bonita (Distinction) | The covariant approach to null geodesics and gravitational lensing | A/Prof PKS Dunsby |

Jeftha, Lindsay | A mathematical formulation of intelligent agents and their activities | Dr I Rewitzky |

Mhlongo, MD (Distinction) | Sensitivity analysis of stamping processes using various friction models appropriate for non-stationary contact problems | Dr J Ronda, Mr K Colville |

Mushaandja, Zechariah | Local connectedness of frames | Dr A Schauerte |

Woodford, Simon R | Parametrically driven dark solitons | Prof IV Barashenkov |

MSc - Financial Maths | ||

Name | Thesis Title | Supervisor(s) |

Hossain, Nafees (Distinction) |
Forecasting regression and times series models: a dynamic approach using state space models and principal components | Prof Cas Troskie with Dr Diane Wilcox as co-supervisor |

2003 | PhD | Top |

Name | Thesis Title | Supervisor(s) |

De Oliveira, Jose | The Development and Implementation of a Joint Management Procedure for the South African Pilchard and Anchovy Resources | Prof DS Butterworth |

Kirchner, Ulrich | Approaches to Ensembles of Universes | Prof GFR Ellis, Dr PKS Dunsby |

Kleine, Dorothee | Finite Element Analysis of Flows in Secondary Settling Tanks | Prof BD Reddy, Prof GA Ekama |

Solomons, Deon | Topics in contemporary cosmology | Prof GFR Ellis, Dr PKS Dunsby |

MSc | ||

Name | Thesis Title | Supervisor(s) |

Adams, Rory | Zero modes and degrees of freedom of topological solitans on the plane | A/Prof IV Barashenkov |

Cross, Simon | Localised solutions of the parametrically driven Ginzburg-Landau and nonlinear Schroedinger equation | A/Prof IV Barashenkov |

Kahle, Alexander | Cosmic microwave background anisotropies in the presence of a weak magnetic field | Dr PKS. Dunsby |

Rademeyer, Rebecca | Assessment of and Management Procedures for the Hake Stocks off Southern Africa | Prof DS Butterworth |

Schalekamp, Hendrik | Complex Algebras, Varieties and Games | Dr P Jipsen, Dr I Rewitzky |

Turton, James | Equivariant Compactifications of Topological and Bitopological Transformation Groups | Prof H-P Kunzi |

MSc - Financial Maths | ||

Name | Thesis Title | Supervisor(s) |

Bosman, Petrus | Static Hedging of Barrier Options: A Review of Four Methods | |

De Araujo, Mark | Making Cents of Yesterday, Today and Tomorrow: Trading Rules for Volatility Arbitrage | |

Kao, Peter | Empirical Evidences of Coherent Market Hypothesis | |

2002 | PhD | Top |

Name | Thesis Title | Supervisor(s) |

Hattingh, Shane | The simulation of single-phase, compressible fluid flow in fractured petroleum resevoirs using finite elements | Prof BD Reddy |

Moetsana, Irene | A Study of Conceptualised Links in the Understanding of Introductory Newtonian Dynamics | Prof GFR Ellis & Prof CJ Linder (external) |

Wilcox, Diane | Multivalued semi-Fredholm Operators in Normed Linear Spaces | Emeritus Assoc Prof R.W. Cross |

MSc | ||

Name | Thesis Title | Supervisor(s) |

Lin, Shih-Hsun | Option Pricing with non-constant volatility | Dr PW Ouwehand |

Shuungula, Onesmus | Locales and Sheaf Representations of Rings | Prof B Banaschewski & A/Prof CRA Gilmour |

2001 | PhD | Top |

Name | Thesis Title | Supervisor(s) |

Alexeeva, Nora | Spatially coherent solutions of damped-driven nonlinear evolution equations and reaction-diffusion systems | A/Prof IV Barashenkov, Prof BM Herbst (external) |

Brown, Bruce | A variational Approach to Local Optimality in Control Theory | Prof BD Reddy, Prof Y Yavin (external) |

Chiang, Yen-I | Sorting and roating with k-Comparators | Prof RI Becker |

Ntumba, Patrice | DW Complexes and their underlying spaces | A/Prof P Cherenack |

MSc | ||

Name | Thesis Title | Supervisor(s) |

Craig, Tracy | Factors affecting students' perceptions of difficulty in calculus word problems | Prof JH Webb & Prof P Ensnor |

Durrell, Fernando J | Alternatives to the black-Scholes model Figure 1 Figures 2 & 3 | Dr PW Ouwehand |

Fish, Washiela | Boolean ultrapowers | Dr H Rose |

Hobbs, Stacey | Topics in Cosmology | Dr P Dunsby |

Johnson, Clare | Valuing Risky Income Streams in Incomplete Markets | Dr PW Ouwehand |

Seymour, Anthony | Application of Extreme Value Theory to the Calculation of Value at Risk | Dr PW Ouwehand |

2000 | PhD | |

Name | Thesis Title | Supervisor(s) |

Gebbie, Tim | Temperature Anisotropies: Covariant CMB anisotropies and nonlinear corrections | Emeritus Prof G. Ellis |

Share on

## Contact Details

Department of Mathematics and Applied Mathematics,

University of Cape Town,

Private Bag X1,

Rondebosch 7701,

South Africa.

**Telephone**: +27 (0)21-650-3191

**Email**: Hayley.Leslie@uct.ac.za