DeliverXL

Spreadsheets spelen een belangrijke rol in allerlei industrieën en in allerlei verschillende domeinen. De manier waarop spreadsheets ingevuld worden, laat echter vaak te wensen over. Er zitten vaak fouten in gecompliceerde spreadsheets, zoals lege cellen, veranderde formaten, verwijzingen naar niet-bestaande cellen, enzovoorts. In de praktijk...

Development of a deflation-based linear solver in reservoir simulation

Extreme and isolated eigenvalues are known to be harmful to the convergence of the iterative solver. These eigenvalues are produced by strong heterogeneity in the underlying physics. We can improve the quality of the spectrum by ‘deflating’ the harmful eigenvalues. In this thesis, deflation is applied to linear systems in reservoir simulation....

Designing Procedurally Generated Levels

We aim to improve on the design of procedurally generated game levels. We propose a method which empowers game designers to author and control level generators, by expressing gameplay-related design constraints. Following a survey conducted on recent procedural level generation methods, we argue that gameplay-based control is currently the most...

Monte Carlo Greeks in the lognormal Libor market model

Greeks are sensitivities of option prices with respect to certain parameters. The calculation of Greeks is needed for hedge strategies and to manage or measure risk. As the underlying models get more complicated, the calculation of these Greeks can become far more difficult than the pricing of options. In this thesis we consider the Greeks of...

Procedural Filters

Tributing to the GATE project by TNO, this application was designed to create an extra layer between the project and 3D modelling artists. New users are now able to place procedural content in their 3D worlds, without knowing much of the environment or programming. A general filter can be created to apply to the environment, without knowing...

Pricing swing options with the COS method

In dit verslag wordt een methode gegeven om de swing optie te prijzen met de COS methode. Eerst zal behandeld worden wat een optie is en hoe de COS methode werkt. Daarbij zullen ook enkele andere opties aan bod komen als voorbeeld.