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Recent Graduates & Theses

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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