Dr Edgard Ngounda
Position
Lecturer
Department
Mathematics and Applied Mathematics
Address
WWG116
MATHEMATICS AND APPLIED MATHEMATICS
IB 74
UFS
Telephone
051 4012329
Office
Mathematical Sciences Building 116
Information

Publications (Short List)

  • E. Pindza, K.C. Patidar and E. Ngounda, A fully spectral collocation methods for pricing European style standard and nonstandard options, Bulletin of Calcutta Mathematical Society, 107 (2015) 1-10.
  • E. Ngounda, K.C. Patidar, Limitation and Improvements of standard spectral methods for pricing options,  International Journal of Advances in Engineering Sciences and Applied Mathematics, 7 (2015), 106-113.
  • E. Pindza, K.C. Patidary and E. Ngounda, Robust spectral method for numerical valuation of European options under Merton`s jump-diffusion model, Numerical Methods for Partial Differential Equations, 30: 4 (2014) 1169-1188.
  • E. Ngounda, K.C. Patidar and E. Pindza, A Robust Spectral Method for Solving Heston’s Model, Journal of Optimization Theory and Applications, 161 (2014) 164-178, DOI10.1007/s10957-013-0284-x.
  • Edgard Ngounda, Kailash Patidar, Edson Pindza, Contour Integral Method for European Options with Jumps, Communication in Nonlinear Science and Numerical Simulation, 18 (2013) 478–492
  • E. Pindza, K.C. Patidar and E. Ngounda, Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options, Electronic Transaction on Numerical Analysis, 18 (2013) 268-293

Area(s) of Interest

  • Numerical methods for linear and nonlinear PDEs
  • Computational finance
  • Approximation theory 

 

Courses Presented

  • MATW6824 (Financial mathematics)
  • MATS6814 (Partial differential equations)
  • MATM3714 (Complex analysis)
  • MATA3764 (Industrial mathematics)
  • MATA3774 (Numerical Analysis)
Back


BLOEMFONTEIN CAMPUS FACULTY CONTACT

Elfrieda van den Berg (Marketing Manager)
T: +27 51 401 2531
E:vdberge@ufs.ac.za

QWAQWA CAMPUS FACULTY CONTACT

Dilahlwane Mohono (Faculty Officer)
T: +27 58 718 5284
E:naturalscienceqq@ufs.ac.za

Home new

We use cookies to make interactions with our websites and services easy and meaningful, to better understand how they are used and to tailor advertising. You can read more and make your cookie choices here. By continuing to use this site you are giving us your consent to do this.

Accept