Local Stochastic Volatility—The Hyp-Hyp Model by Cowen, Nicholas

“…Stochastic volatility models are mainly used to capture the curvature of a volatility smile while local volatility models generally model the skew. …”
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Interpolation of Forward Rates in the LIBOR Market Model by Mbele, Buhlebezwe Bandile Sthombe

“…Since its development in 1997, the LIBOR market model has gained widespread use in interest rate modelling, largely owing to its consistency with the Black futures formula for pricing interest rate caps and floors. …”
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Volatility level dependence and the CEV market model by Yeung, Alan

“…This varying volatility level-dependence feature motivates the use of CEV market model to model the interest rate. In this dissertation, we compare the lognormal forward LIBOR market model, the CEV market model and the normal market model through regression analysis, hedging analysis and calibration analysis to assess their performance. …”
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Quantitative models for prudential credit risk management by Malwandla, Musa

“…We explore how the EMV model can be used in origination modelling, impairment analysis, capital analysis, stress-testing and in the assessment of economic value. …”
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Quantitative Models for Prudential Credit Risk Management by Malwandla, Musa

“…We explore how the EMV model can be used in origination modelling, impairment analysis, capital analysis, stress-testing and in the assessment of economic value. …”
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A model for an urban structure on the Cape Flats by Fox, Revel

“…The method by which this study is carried out is by means of a model for an urban structure, as a basis for a satisfactory framework for human settlement. …”
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Modeling Compact Objects with Effective Field Theory by Martinez, Rodriguez Irvin Fabian

“…In this master's thesis we have developed a worldline Effective Field Theory of compact objects, by extending the model of spinning extended objects derived using the coset construction [1], from which one can derive the effective theory from symmetry principles. …”
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Forecasting and modelling the VIX using Neural Networks by Netshivhambe, Nomonde

“…The segmentation of the periods caters for the changes in the predictive power of the aforementioned models, given the dierent market conditions. When forecasting the VIX, we show that the best performing model is found in the Calm Period. …”
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An investigation into unifying early warning prediction models by Grieve, Jason

“…Forecasting financial distress has been regarded as a serious and significant problem, and if not signalled in time, has catastrophic ramifications on worldwide economies. Financial distress models are in existence and have been tested with varying results of success. …”
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A model for an urban structure on the Cape Flats by Fox, Revel, 1924-

“…The method by which this study is carried out is by means of a model for an urban structure, as a basis for a satisfactory framework for human settlement. …”
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Stochastic modelling of financial markets with differential information by Damiani, F V

“…This thesis aims to provide a coherent account of the various approaches that have been used to model financial markets with heterogeneously informed agents. …”
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Pricing, Calibration and Hedging under the LIBOR model by Menziwa, Singalakha

“…The simulation is conducted within the LIBOR model framework. While inconsistent with the model assumptions, the Black method performed equally well as the LIBOR method as we obtained similar hedging profit and loss distributions even at high portfolio rebalancing frequencies.…”
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Computational and modelling aspects of marine riser analysis by Phaal, Robert

“…There are several sources of error inherent in a model of this nature. Modelling errors are those caused by the simplifying assumptions made in developing the mathematical statement of the model. …”
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Kinematic Modeling and Dynamic Aspects of an Accelerating Quadruped by Van Der Leek, Casey

“…The mimicking and transfer of these aspects of a live subject to a modern day robot is limited by the technologies available such as computational resources, materials engineering, mathematical modeling constraints and efficient systems engineering. …”
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Multi-curve frameworks and information-based models by Mahomed, Obeid

“…Given the xy-approach, existing multi-curve frameworks based on HJM and rational pricing kernel models are recovered, reviewed, and generalised; and single-curve models are extended to a multicurve setting. …”
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Plant identification using model reference techniques by Camara, C D J

Subjects: “…Adaptive control systems - Mathematical models…”
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Variable modeling of fuzzy phenomena with industrial applications by Li, Xiang

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Mathematical modelling of the Czochralski crystal growth process by Brakel, Thomas W

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Option Pricing models with Stochastic Volatility and Jumps by Kalsheker, Farhan

“…All models are fitted to one-day price data on S&P500 European vanilla options; the models with the best fit exhibit the smallest error in pricing between model prices and market prices. …”
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Modelling dependance in collateralied debt obligations with copulas by Linley, Christopher

“…In this paper we provide a review of credit derivatives, and some of the tools used to model them. We give a basic introduction to copulas and how they are used to model the depedence between single name credit derivatives. …”
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