Pricing options on gas under a regime-switching model

This thesis deals with pricing options on natural gas under a regime-switching model. First of all, a regime-switching model for natural gas is considered. Hereafter, historical gasdata are examined to find a model which fits the data. Next, a system of PDE's is derived in order to price an option under the regime-switching model. Finally,...

Calculating the required capital of an insurance company by means of elliptical copulas

A couple of topics on calculating the required capital of an insurance company are covered in this thesis. We derive a new method in order to compare correlation matrices of aggregation methods consisting of one- or two-levels. Different from earlier time series analysis, we show that a prediction for the one-year correlation can be made with...

Model-driven Generation of Semantic Web Applications

An increasing amount of datasets that can be combined with other datasets is emerging. Particularly the SemanticWeb allows creating links between datasets, which increase the value of the dataset that is being linked. Finding links between datasets, as well as capturing the data inside another dataset that is of interest is a process for which...

Advanced subsurface imaging by space-time deconvolution for array-based landmine detection GPR

The field of my thesis is the migration of GPR data. Many methods that exist now are adapted versions of seismic migration methods that use geometric approaches or back-projection. These methods only take some radar characteristics and only the relative electrical permittiviy er of the soil into account and therefore a new method of migration by...

TOPdesk Bachelorproject - Veel modules

Wij hebben ons bachelorproject uitgevoerd bij software- en consultancy bedrijf TOPdesk. Zij hadden ons een interessante opdracht te bieden waarmee wij 8 april 2008 begonnen zijn. De opdracht hield in dat er een systeem gemaakt moest worden waarmee het toevoegen van softwaremodules (Eclipse-projecten) aan de Eclipse workspace vereenvoudigd wordt,...