Dr Edgard Ngounda
Position
Lecturer
Department
Mathematics and Applied Mathematics
Address
WWG116
MATHEMATICS AND APPLIED MATHEMATICS
IB 74
UFS
Telephone
0514012329
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)
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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

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