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Prof. Ronnie Becker

South Africa

Senior Resident Researcher Mathematical Finance

Prof. Ronnie Becker is a Senior Researcher at AIMS South Africa and an Emeritus Professor at UCT. Undergraduate work was done at UCT partly under D B Sears and he received a PhD under Norman Levinson at MIT. From 1964 until retirement he was based at UCT, continuing to work thereafter at UCT and AIMS.

His interests are in the areas of Differential equations (Ordinary, Partial and Abstract), Theoretical Computer Science (Sorting Networks and Artificial Intelligence), Operations Research (Optimization Problems on Graphs) and Mathematical Finance (Malliavan Calculus, American Options through Filtering, Multicurve Applications, Applications of Lèvy Processes). Since retirement he has taught and administered programmes in Mathematical Finance and supervised many Master’s and PhD students.

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