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Calibrating the LIBOR market model to swaptions with an extension for illiquidity in South Africa
Published 2016“…The popularity of the LIBOR Market Model (LMM) in interest rate modelling is a result of its consistency with market practice of pricing interest rate derivatives. …”
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Solid-liquid mass transfer in trickle bed reactors
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The synthesis and release studies of polyethylene glycol-lumefantrine conjugates with varying length linkers
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Venturi aeration of bioreactors
Published 2015“…In this laboratory scale study, venturi aerators were characterised and energy consumption as a function of oxygen mass transfer rates compared with a geometrically identical aerated stirred tank reactor by evaluating the volumetric mass transfer coefficients (kLa). …”
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Oxygen carriers for a novel bio-artificial liver support system
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A novel face recognition system in unconstrained environments using a convolutional neural network
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Studies on CD4+ T cell subsets in Mycobacterium tuberculosis immunity during HIV co-infection
Published 2023“…However, despite ART intervention studies in sub-Saharan Africa, as well as Europe and North America, show that in these regions rates of TB remain high in PLWH. These high TB rates are most likely linked to the incomplete restoration of TB immune responses during ART. …”
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Extremum-seeking control for constrained optimal formation flight of commercial airliners
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The faint low-frequency radio universe in continuum: exploitation of the pre-SKA deepest survey
Published 2021“…I study SFGs and derive their IR-radio correlation and luminosity function as a function of redshift. By integrating the evolving SFG luminosity functions I also derive the cosmic star formation rate density out to z = 1.5. …”
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Maternal and fetal outcome of subsequent pregnancy in patients with documented peripartum cardiomyopathy
Published 2019“…Persistently reduced LVEF before SSP was associated with a higher mortality (27% vs 0%) and a lower rate of full recovery at follow-up. Patients obtaining standard therapy for heart failure and bromocriptine immediately after delivery displayed significantly better LVEF at follow-up and a higher rate of full recovery, with no patient dying, compared with patients obtaining standard therapy for heart failure alone. …”
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Quantitative models for prudential credit risk management
Published 2021“…We derive formulae for estimating the embedded value of a portfolio of loans, which we show to be a function of: (a) the spread between the rate charged to the borrower and the cost of funding; (b) the tenure of the loan; and (c) the level of credit risk inherent in the loan. …”
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Quantitative Models for Prudential Credit Risk Management
Published 2021“…We derive formulae for estimating the embedded value of a portfolio of loans, which we show to be a function of: (a) the spread between the rate charged to the borrower and the cost of funding; (b) the tenure of the loan; and (c) the level of credit risk inherent in the loan. …”
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Assessing type 2 diabetes associated NeuroCognitive impairment using an e-screening tool in a South African population
Published 2020“…The assessment takes between 20 to 40 minutes depending on participant error rate. This cross-sectional analysis of baseline data uses linear and logistic regression models to explore associations between neurocognitive function and measures of diabetes control. …”
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The Impact of Financial Inclusion on Inflation in the MENA region: Oil vs Non-oil countries
Published 2025“…The impulse response function (IRFs) results indicate that financial inclusion stabilizes inflation in the long run in oil countries. …”
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