ACQuFRR Members - Research Associates

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Dr Phillip de Jager


Senior Lecturer

Department of Finance and Tax
Faculty of Commerce
University of Cape Town




Areas of research interest:

  • African Banks
  • Mining
  • Empirical panel data studies

Associate Professor Frednard Gideon


Dean - Faculty of Science

Faculty of Science
University of Namibia
Namibia




Areas of research interest:

  • Mathematical Finance
  • Bank provisioning and application of Semimartingale to Finance

Mr Chun-Sung Huang


Senior Lecturer

Department of Finance and Tax
Faculty of Commerce
University of Cape Town




Areas of research interest:

  • Utility indifference pricing
  • Pricing in incomplete markets
  • Credit risk modelling
  • Risk Management
  • Time-series econometrics

Associate Professor Jörg Kienitz


Adjunct A/Professor

Mathematical Finance
Division of Actuarial Science
School of Management Studies
Faculty of Commerce
University of Cape Town

Assistant Professor

Mathematics
Division of Applied Mathematics
Bergische Universität Wuppertal
Germany




Areas of research interest:

  • Numerical Methods in Finance
  • Computational Finance
  • Stochastic Volatility Models
  • xVA
  • Interest Rate Modelling
  • Lévy Processes in Finance

Dr Maria Kulikova


Research Fellow

CEMAT (Centro de Matemática e Aplicações)
Instituto Superior Técnico
Universidade Técnica de Lisboa
Portugal




Areas of research interest:

  • Theory of numerical methods for Kalman filtering with special emphasis to system identification and adaptive filtering (linear and nonlinear)
  • Application of adaptive filtering techniques to financial time-series model estimation

Dr Sure Mataramvura


Senior Lecturer

Mathematical Finance
Division of Actuarial Science
School of Management Studies
Faculty of Commerce
University of Cape Town




Areas of research interest:

  • Stochastic Calculus
  • Stochastic Control
  • Derivative pricing and hedging
  • Insurance Mathematics
  • Stochastic Differential Games
  • Optimal stopping
  • Risk measures and monetary utility

Dr Ivivi Mwaniki


Lecturer

Actuarial Science and Financial Mathematics division
School of Mathematics
School of Management Studies
University of Nairobi
Kenya




Areas of research interest:

  • Time series and Econometrics (ARCH type models)
  • Pricing in complete and incomplete markets
  • Stochastic processes and modeling returns

Dr Philip Ngare


Lecturer

Actuarial Science and Financial Mathematics division
School of Mathematics
School of Management Studies
University of Nairobi
Kenya




Areas of research interest:

  • Asset pricing
  • Portfolio Management
  • Computational Finance
  • Actuarial Science
  • Stochastic Modeling and Control
  • Financial Econometrics
  • Emerging Market finance
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