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Adv. (Structural Equation Modeling)
B.Sc.: Pure & Comp. Maths. (UCT)
PhD Math. Modeling (UCT)

Research Interests:

Financial Mathematics (Mathematical Modeling)

Specific areas of research include risk management, stochastic volatility models, energy markets, credit risk, Interest rate modelling, and impact of funding on interest rate derivatives.

Structural Equation Modeling (Statistical Modeling)

Specific areas of research include modeling poverty dimensions, analysis of latent growth curves with epidemiological data and modeling knowledge management in education.

Numerical Methods for finance

Probabilistic methods for non-linear PDE, numerical methods for BSDEs and model calibration

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