DPhilÌý Ìý(Mathematics), 2011, University of Zimbabwe
MSc (Mathematics), 2004, University of Zimbabwe
BSc Hons( Mathematics), 1996, University of Zimbabwe
Licentiate in Education (Mathematics), 1992, Enrique Jose Varona, Cuba
Dr. Eriyoti Chikodza is a Senior Lecturer in Mathematics at the 4844³ÉÈËÃâ·Ñ¸£Àû. He previously lectured at Great Zimbabwe University and has held visiting positions at the University of Zimbabwe, Walter Sisulu University, and Zimbabwe Open University.ÌýHe has supervised five PhD candidates to completion and currently mentors six. Additionally, he has served as an external examiner for six PhD theses in financial mathematics and insurance.ÌýÌýHis research focuses on applying stochastic analysis to solve financial problems involving stochastic dynamics. He investigates optimal reinsurance, dividend policies, derivative pricing, and foreign exchange rate control. His methods include stochastic control, impulse control, optimal stopping, and viscosity solution theory for Levy processes, along with computational and numerical approaches.Ìý
Stochastic Differential Equations; Mathematics of Finance; Actuarial Mathematics; Engineering Mathematics; Vector Analysis; Analysis, Calculus
Ìý
- Stochastic Analysis with Applications to Finance and Insurance
- Computational Finance
- Applied Fuzzy Mathematics
- Liu's Uncertainty Theory
Ìý
1. Interplay of Finance and Insurance-optimizing portfolios and managing risk using stochastic models, including coupled SDEs, BSDE's, jump-diffusionsÌý to investigate insurer-reinsurer interactions.
2.Stochastic Optimal control-regular control, optimal stopping, impulse control, singular controlÌý
3. Numerical and Computational Finance-finite difference, Monte Carlo Simulation,Ìý Euler-Maruyama methodsÌý
Ìý
1.Ìý ÌýMhlanga, F.; Mwareya, N.;Ìý Chikodza, E.;Ìý Guambe, C. and Galane, L.Ìý(2023)ÌýStochastic Differential Game Strategies in the Presence of Reinsurance and DividendÌý ÌýPayout.Ìý JournalÌý Ìý Ìý Ìý Ìýof Industrial and Management Optimization.
2.ÌýÌýÌýTshelametse, R. and Chikodza E.Ìý Ìý(forthcoming)ÌýÌýA Review of of Stability Analysis of Numerical Schemes for the Vasicek Interest Rate Model and It’s Extensions: Insights into FutureÌý Ìý Ìý Ìý Ìý Ìý Research.Ìý IAENG International Journal of Applied Mathematics.
Ìý3.ÌýÌýChirima, J.; Matenda, F. R.;Ìý Chikodza, E.;ÌýÌý and Sibanda, M.Ìý (2024)ÌýDynamic Programming Principle for OptimalÌý Control of Uncertain RandomÌýDifferential Equations and itsÌý Ìý Ìý Ìý Ìý Ìý Ìý Ìý ÌýApplication to Optimal Portfolio Selection. Review ofÌýBusiness and Economic Studies.Ìý ÌýÌý