Masters Degrees (Mathematical Statistics and Actuarial Science)
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Exotic equity derivatives: a comparison of pricing models and methods with both stochastic volatility and interest rates
(University of the Free State, 2017-05)The traditional Black Scholes methodology for exotic equity option pricing fails to capture the features of latent stochastic volatility and observed stochastic interest rate factors exhibited in financial markets today. ... -
A survey on participation and attitude to sports among undergraduate students in junior residences at the University of the Free State
(University of the Free State, 2016-01)The main objective of this study is to assess and quantify participation in sporting activities by students and to determine the factors influencing students’ intentions to participate or not to participate in sports at ... -
Second-order estimation procedures for complete and incomplete heavy-tailed data
(University of the Free State, 2016)This thesis investigates the second-order re ned peaks over threshold model called the Extended Pareto Distribution (EPD) introduced by Beirlant et al. (2009). Focus is placed on estimation of the Extreme Value Index ... -
Regularised iterative multiple correspondence analysis in multiple imputation
(University of the Free State, 2013-07)English: Non-responses in survey data are a prevalent problem. Various techniques for the handling of missing data have been studied and published. The application of a regularised iterative multiple correspondence analysis ... -
The capability approach and measurement: operationalizing capability indicators in higher education
(University of the Free State, 2015-01)The thesis contributes to work in the field of operational measurement of Human Capabilities. Although a number of studies have examined the challenges posed in the measurement of Human Capabilities, there has not been a ... -
Stochastic ordering with applications to reliability theory
(University of the Free State, 2015-01)Abstract not available
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