Department of Decision Sciences

Prof MP Mulaudzi

College of Economic and Management Sciences
School of Economic and Financial Sciences
Department: Decision Sciences
Associate Professor
Tel: 012 433 4670
E-mail: mulaump@unisa.ac.za

Qualifications

  • BSc(Hons)(Univen)
  • MSc(NWU-PUKKE)
  • PhD(NWU-PUKKE)

Currently teaching

  • Financial Modelling
  • Financial Risk Modelling
  • Financial Modelling I: Modelling of Financial Derivatives

Fields of academic interests

My research interests are in stochastic control and optimization in banking and finance.
In this area the focus on the applications of stochastic control theory, which is a branch of applied mathematics, to understand the dynamic of the banking industry. 

Books

Chapters in Books:

  • Mukuddem-Petersen, J., Petersen, M.A. and Mulaudzi, M.P. (2014). Optimizing Basel III Liquidity Coverage Ratios. Dynamic Programming and Bayesian Inference, Concepts and Applications, DOI: 10.5772/58395.
  • Petersen, M.A., Mulaudzi, M.P., Mukuddem-Petersen, J., Schoeman, I.M. and De Waal, B. (2010). Mortgage Loan Securitization, Capital and Profitability and Their Connections with the Subprime Banking Crisis. Handbook of Optimization Theory: Decision Analysis and Application. Editors: Juan Varela and Sergio Acuna. Nova Science Publishers, New York, pp.491-564; ISBN:978-1-60876-500-3.
  • Petersen, M.A., Mulaudzi, M.P., Mukuddem-Petersen, J. and Schoeman, I.M. (2010). The Subprime Mortgage Crisis: Optimal Cash Flows from the Financial Leverage Profit Engine. Handbook of Optimization Theory: Decision Analysis and Application. Editors: Juan Varela and Sergio Acuna. Nova Science Publishers, New York, pp.587-622; ISBN:978-1-60876-500-3.
  • Petersen, M.A., Senosi, M.C, Mukuddem-Petersen, J., Mulaudzi, M.P. and Schoeman, I.M. (2010). Comparing Originators Holding Securitized and Unsecuritized Subprime Mortgage Loans with Regard to Profit and Valuation. Handbook of Optimization Theory: Decision Analysis and Application. Editors: Juan Varela and Sergio Acuna. Nova Science Publishers, New York, pp.425-490; ISBN:978-1-60876-500-3.
  • Petersen, M.A., De Waal, B., Mulaudzi, M.P., Mukuddem-Petersen, J. and Schoeman, I.M. (2010). The Banking Crisis and its Risks: Commercial Mortgage-Backed Securities. Progress in Economics Research, Vol. 18. Editors: Albert Tavidze. Nova Science Publishers, New York, pp. 269-313; ISBN:978-1-61668-547-8.

Projects

Community engagement:

  • POPUP Project in the Department of Decision Sciences where we teach Mathematical Literacy to the community.

Academic Citizenship:

  • Full Member of Operational Research Society of South Africa
  • Member of South African Young Academy of Science
  • Member of Unisa CEMS Research Ethics Committee (2011)
  • Representative of the Department in Learners Support Committee
  • Tutor-Coordinator in the Department of Decision Sciences
  • External Examiner at the North West University
  • External Examiner  at the University of Venda