High School Supervisor

Walter Mudzimbabwe, MSc (University of the Western Cape).

Personal Address: N33, HPR, University of Western Cape Mobile:

078-****-***

Private Bag X79, Date of Birth: 27th October

Bellville 7535 1984

Citizenship: Zimbabwe

E-mail: mudzmudz@gmail.

com

Homepage: http//:users.aims.ac.za/ walter

Education Harare High School, Harare, Zimbabwe, February 2002 -

December 2003

GCE-A level

. Four Advanced Levels (Mathematics, Physics, Chemistry and Further

Mathematics)

University of Zimbabwe, Mt Pleasant, Harare, Zimbabwe, August 2004 -

July 2007

BSc Mathematics (Hons), Grade: Upper Second Class

. University book prize for best faculty student (2007).

African Institute for Mathematical Sciences (AIMS), Muizenberg, Capetown,

South Africa,

August 2007 - June 2008

PGD Mathematical Sciences, Grade: Merit

. Project in Mathematical Finance - Equilibrium Asset Pricing

Under Full Information and

Rational Learning.

University of Western Cape, Bellville, Capetown, South Africa, August

2008 - December

2009

MSc Applied Mathematics, Grade: Cum laude

. Thesis -Pricing Methods for Asian Options.

Teaching

Experience

City College, Harare

Teaching business mathematics and statistics January 2006 - June 2006

University of Western Cape

Tutoring first year mathematics (calculus) September 2008 - December

2009

Computing

Skills

Operating Systems: Linux (Ubuntu and OpenSuse), Windows.

Integrated development environments (IDEs):

. Microsoft Visual C++.

. Code::Blocks.

. Eclipse.

Programming Languages:

. C, C++, Python, Java.

. Functional Programming (using Haskell).

. Scripting Languages: Unix Shell Scripting.

. Markup Languages: HTML, CSS, LATEX, BibTEX and TEX.

. Statistical software: R.

Software applications:

. Office - Microsoft Office and Open Office.

. Scientific - Maple, Matlab, Scilab and Octave.

Graphical programming software:

. Vpython, Opengl.

Other:

. PC maintenance, Basic Desktop administration, Installation of Desktop

applications. Installation of both Windows and Linux operating systems.

Research

Interests

Stochastic Finance: Stochastic Analysis, application of stochastic

differential equations (SDEs),

partial differential equations (PDEs), systems of differential equations,

dynamic asset allocation.

Derivative pricing: Asian options, Basket options, Fast Fourier

Transform (FFT), Option pricing, Monte Carlo, Finite Differences.

Stochastic optimization: Utility maximization, portfolio selection

theory, dynamic programming, optimal stopping problems.

Insurance: Pension fund modelling, risk theory, risk measures (VaR, etc.)

Computing: Analysis of algorithms, complexity analysis.

Publications 1. W. Mudzimbabwe, K. Patidar and P. Witbooi, An Optimal

lower bound for Basket options,

submitted to Applied Stochastic Models in Business and Industry.

2. W. Mudzimbabwe, K. Patidar and P. Witbooi, A reliable numerical method

of pricing Asian options, submitted to Applied Mathematics and Computation.

Conference

Presentations

The 34th Annual South African Symposium on Numerical and Applied

Mathematics

(SANUM March 2010)

. Title -A lower bound for pricing European basket options.

Other

Interests

Programming, Sport.

Referees Professor P. J. Witbooi (MSc Supervisor)

University of the Western

Private Bag X79, Bellville 7535

Phone: 002*-**-***-****

Email: ********@***.**.**

Professor K. C. Patidar (MSc Supervisor)

University of the Western

Private Bag X79, Bellville 7535

Phone: 002*-**-***-****

Email: ********@***.**.**

Contact this candidate