Searched for: faculty%3A%22Electrical%255C+Engineering%252C%255C+Mathematics%255C+and%255C+Computer%255C+Science%22
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Borst, S.L.C. (author)
Two popular products on the interest rate market are Constant Maturity Swap (CMS) derivatives and CMS spread derivatives. This thesis focusses on the efficient pricing of CMS and CMS spread derivatives, in particular the pricing of CMS and CMS spread options. The notional values for these products are usually quite large, so even small errors...
master thesis 2014
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Borst, S.L.C. (author)
Het schermen is een vrij onbekende sport ondanks zijn olympische status. De sport bestaat al geruime tijd en desondanks is er in deze sport weinig wetenschappelijk onderzoek gedaan. Een discussie die zeer actueel is, is wat nu de beste uitvalstechniek in Heren Floret is. De uitval is de meest gebruikte aanvalsactie in het hedendaagse schermen....
bachelor thesis 2010
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Borst, J. (author)
Euro fix is an integrated navigation system proposed by Delft University of Technology. It is based on the combination of two radionavigation systems: A satellite-oriented navigation system (GNSS, for example the Global Positioning System -GPS- or Glonass) and the Loran-C system. The Loran- C system can be used both as a backup navigation system...
master thesis 1997