The classical moment problem concerns distribution functions on the real line. The central feature is the connection between distribution functions and the moment sequences which they generate via a Stieltjes integral. The solution of the classical moment problem leads to the well known theorem of Favard which connects orthogonal polynomial sequences with distribution functions on the real line. Orthogonal polynomials in their turn arise in the computation of measures via continued fractions and the Nevanlinna parametrisation. In this dissertation classical orthogonal polynomials are investigated rst and their connection with hypergeometric series is exhibited. Results from the moment problem allow the study of a more general class of orthogonal polynomials. q-Hypergeometric series are presented in analogy with the ordinary hypergeometric series and some results on q-Laguerre polynomials are given. Finally recent research will be discussed.

Thesis (Ph. D.)--University of Missouri-Columbia, 2001. / Typescript. Vita. Includes bibliographical references (leaves 51-53). Also available on the Internet.

Thesis (Ph. D.)--University of Missouri-Columbia, 2001. / Typescript. Vita. Includes bibliographical references (leaves 51-53). Also available on the Internet.

In this dissertation, we first present a unified treatment of compact moment problems, both the truncated and full moment cases. Second, we define the lower and upper functions V±(ð₁,... ð _n) on the convex hull of the curve Γ_n = {(t,.·.,tⁿ): t ∈ [0,1] } for each positive integer n. Explicit formulas of these functions are derived and applied to the study of the subnormal completion problem in operator theory. Last, we show that certain power functions are the building blocks of completely positive functions; by our definition, these functions are the continuous functions on the interval [0, 1] that map each Hausdorff moment sequence of a probability measure into another one. / Ph. D.

A credit default swap is a contract that ensures protection against losses occurring due to a default event of an certain entity. It is crucial to know how default should be modelled for valuation or estimating of credit derivatives. In this dissertation, we first review the structural approach for modelling credit risk. The model is an approach for assessing the credit risk of a firm by typifying the firms equity as a European call option on its assets, with the strike price (or exercise price) being the promised debt repayment at the maturity. The model can be used to determine the probability that the firm will default (default probability) and the Credit Spread. We second concentrate on the valuation of credit derivatives, in particular the Credit Default Swap (CDS) when the hazard rate (or even of default) is modelled as the Vasicek-type model. The other objective is, by using South African credit spread data on defaultable bonds to estimate parameters on CIR and Vasicek-type Hazard rate models such as stochastic differential equation models of term structure. The parameters are estimated numerically by the Moment Method. / Thesis (M.Sc.)-University of KwaZulu-Natal, Durban, 2013.