DPhil (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 University of Botswana. He previously lectured at Great Zimbabwe University and has held visiting positions at the University of Zimbabwe, Walter Sisulu University, and Zimbabwe Open University. He 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. His 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.
Stochastic Differential Equations; Mathematics of Finance; Actuarial Mathematics; Engineering Mathematics; Vector Analysis; Analysis, Calculus
- Stochastic Analysis with Applications to Finance and Insurance
- Computational Finance
- Applied Fuzzy Mathematics
- Liu's Uncertainty Theory
1. Interplay of Finance and Insurance-optimizing portfolios and managing risk using stochastic models, including coupled SDEs, BSDE's, jump-diffusions to investigate insurer-reinsurer interactions.
2.Stochastic Optimal control-regular control, optimal stopping, impulse control, singular control
3. Numerical and Computational Finance-finite difference, Monte Carlo Simulation, Euler-Maruyama methods
1. Mhlanga, F.; Mwareya, N.; Chikodza, E.; Guambe, C. and Galane, L. (2023) Stochastic Differential Game Strategies in the Presence of Reinsurance and Dividend Payout. Journal of Industrial and Management Optimization.
2. Tshelametse, R. and Chikodza E. (forthcoming) A Review of of Stability Analysis of Numerical Schemes for the Vasicek Interest Rate Model and It’s Extensions: Insights into Future Research. IAENG International Journal of Applied Mathematics.
3. Chirima, J.; Matenda, F. R.; Chikodza, E.; and Sibanda, M. (2024) Dynamic Programming Principle for Optimal Control of Uncertain Random Differential Equations and its Application to Optimal Portfolio Selection. Review of Business and Economic Studies.