Mathematical Modeling of the Epidemiology of Varicella by Ofori, Michael Martey

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New models and patterns for traceability by Kelleher, Justin

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Industrial brine characterisation and modelling by Zibi, Lindizwe Mthanjiswa

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New perspectives in the modelling of alpha by Flint, Emlyn James

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Equilibria in overlapping generations models by Mackensen, Heide C U

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Risk-return portfolio modelling by Gilbert, Emmeleen Ulita

“…The Troskie-Hossain innovation to the Sharpe Index model relaxes this assumption. We evaluate the Troskie-Hossain model relative to the Sharpe Index Model and Markowitz portfolio, and find that the Troskie-Hossain model approximates the Markowitz efficient frontier and optimal portfolio very closely. …”
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An anisotropic damage model for rock by Sellers, E J

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Modelling techniques for biological systems by Billing, Alison Emslie

Subjects: “…Biological systems - Models…”
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Approximations to the Lévy LIBOR Model by Al-Hassan, Hassana

“…In this thesis, we study the LIBOR Market Model and the Lévy-LIBOR. We first look at the construction of LIBOR Market Model (LMM) and address the major problems associated with specifically the drift component of LMM. …”
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Modelling the algebra of weakest preconditions by Rewitzky, Ingrid Moira

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Modelling of the deaerator system in Flownex by Banda, Richard Bobby

“…Due to the overall size and complexity of the intended plant model, it was suggested that individual plant components be modelled separately and then integrated together to form the complete model. …”
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Dynamical behavior of graphene models by Ngapasare, Arnold

“…In order to investigate the chaoticity in graphene, empirical force fields appropriate for modeling its dynamics are required. In this study we use such models which have been established to accurately describe bond stretching and bond deformation in graphene. …”
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Model Calibration with Machine Learning by Haussamer, Nicolai Haussamer

“…In addition, the main experiment features the calibration of the Heston model using model-generated data. In the experiment, we show that the calibrated model parameters reprice a set of options to a mean relative implied volatility error of less than one per cent. …”
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Modelling probabilities of corporate default by Van Jaarsveldt, Cole

“…This dissertation follows, scrupulously, the probability of default model used by the National University of Singapore Risk Management Institute (NUS-RMI). …”
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Asymptotics of the Rough Heston Model by Hayes, Joshua J

“…The recent explosion of work on rough volatility and fractional Brownian motion has led to the development of a new generation of stochastic volatility models. Such models are able to capture a wide range of stylised facts that classical models simply do not. …”
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Computational modelling of hydrogel therapies by Ahmed, Sadman Sakib

Subjects: “…Computational modelling…”
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Alternatives to the Black-Scholes model by Durrell, Fernando

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Optimisation of complex simulation models by Bezuidenhoudt,Cecile Margaret

“…Computer simulation models are widely and frequently used to model real systems to predict output responses under specified input conditions. …”
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Modelling illiquid volatility skews by Crowther, Servaas Marcus

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