Pricing and hedging options in a negative interest rate environment

This thesis is about pricing interest rate options in a negative interest rate environment and about pricing foreign exchange barrier options. Conventional interest rate option pricing models are unable to price interest rate options in the current negative interest rate environment. Displaced versions and free boundary versions of the...

Global tide model with DFlow-FM

This thesis is about the beginning of a global tide model in DFlow-FM, a project by Deltares. The first focus lay on finding the best grid that can be used for this model. We tried to grids, a rotated lat-lon grid and a squarely grid with local refinement. After calculating the RMS-value it was found that the local refined grid gave the best...

Ripples in Communication: Reconfigurable and Adaptive Wireless Communication Systems based on Wavelet Packet Modulators

Wavelet Packet Modulation (WPM) is a multi-carrier transmission technique that uses orthogonal wavelet packet bases to combine a collection of information bits into a single composite signal. This system can be considered as a viable alternative, for wide-band communication, to the popular Orthogonal Frequency DivisionMultiplexing (OFDM) system....

Design of LNTA for Multi-Band WCDMA

Currently, a low cost, single-chip multi-band WCDMA/GSM transceiver is needed for the 3G segment of the cellular communication that provides backward compatibility with the 2G GSM network. In this thesis, a novel, multi-band, low noise transconductance amplifier (LNTA) is presented. The LNTA has three stages, which are the transconductance,...