Searched for: subject:"deriving"
(1 - 16 of 16)
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Kunst, GJ (author)
For programs controlling industrial processes, it is of vital importance that they produce results conform their functional specification. Furthermore, it is important that their running times are bounded, and that we can predict corresponding worst-case scenarios. Programs written in general purpose programming languages can crash or produce...
master thesis 2018
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Arlauskas, Mindaugas (author)
Neglected and abandoned places in the contemporary city are typically understood as negative, problematic issues followed by a tendency of straight-forward architectural solutions. Considering such places as a result of accumulating city processes and conceptualizing them as ”cuts’’ in the urban and architectural tissue opens up an unforeseen...
master thesis 2017
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D'Avino, M. (author)
master thesis 2016
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Gianolio, A. (author)
The aim of this research is to extend the classical LMM to a multi-curve framework and to analyze the impact of this extended model on the most liquid exotic interest rate derivatives. A possible parametrization for the instantaneous volatility and correlation structure is presented and the (log-)normal dynamics of the OIS rates under different...
master thesis 2016
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Janssen, S.R. (author)
Double degree. Supervision of the thesis also at: Faculty Applied Mathematics, Department Numerical Analysis, Programme M.Sc. Applied Mathematics. Structure-preserving discretization techniques preserve fundamental structure of operators and operands found in partial differential equations. Classical discretization techniques sometimes neglect...
master thesis 2016
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Wei, J.H. (author)
This thesis is part of a project that focuses on developing an optimisation framework for dynamically scaled flight testing. The optimisation framework must design the scale model and the flight test such that the performance of the scale model is representative to the full-scale aircraft. The similarity in the performances between the scale...
master thesis 2016
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Munnix, J.H.T. (author)
Researchers at Delft University of Technology have recently developed an algorithm for optimizing noisy, expensive and possibly nonconvex objective functions for which no derivatives are available. The data-based online nonlinear extremum-seeker (DONE) was originally developed for sensorless wavefront aberration correction in optical coherence...
master thesis 2016
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Decloedt, D. (author)
master thesis 2016
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Sombroek, C.S.M. (author)
Nonlinear Normal Modes (NNMs) have a clear conceptual relation to the classical linear normal modes (LNMs), yet they offer a solid theoretical framework for interpreting a wide class of non-linear dynamical phenomena with no linear counterpart. The main difficulty associating with NNMs is that the computation for real-size models is expensive,...
master thesis 2015
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Mutluay, T. (author)
Mass of an aircraft as well as distribution of it along the body are important concerns during the design process due to their significant influence on performance and inertia. Inertia of an aircraft has to be known in order to examine the handling qualities, which have a large effect on aircraft’s design. However, due to the smeared properties...
master thesis 2015
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Stout, M.I. (author)
This thesis is about the pricing of equity barrier options under local volatility. We study Dupire's nonparametric local volatility model, which can be defined in terms of call option prices or in terms of implied volatilities. No-arbitrage conditions are derived for the call option surface, and equivalent conditions for the total variance...
master thesis 2014
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Van Winden, K.B.A. (author)
There are many applications that use maps, and more detailed the maps are, more applications can benefit from the map. Many maps are still manually created and also the underlying attributes are informed in a manual process. This thesis presents a method to automatically derive and update attribute road data by mining and analyzing movement...
master thesis 2014
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Wenneker, F. (author)
In the field of computational physics and engineering, the introduction of computers opened a world of possibilities. The finite element method was developed in order to solve complex problems numerically. Over time, the method matured and structures in the field of engineering became more and more complex, resulting in large degree of freedom...
master thesis 2013
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Hoyer, S.A. (author)
Wind derivatives are financial contracts that can be used to hedge or mitigate wind risk. In this thesis, the focus was on pricing these wind derivatives, incorporating a seasonality effect. A new method to incorporate seasonality is suggested, and various wind derivative pricing methods are provided.
master thesis 2013
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Groot, K.J. (author)
Laminar to turbulent transition has an important role in the aerospace domain in view of its impact on aerodynamic drag and, regarding the high velocity regime, heat transfer. State of the art computational methods, like DNS, LES and RANS are found to be too expensive or rely on case dependent turbulence models to be used for obtaining...
master thesis 2013
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De Jong, L. (author)
This thesis discusses the use of perturbation theory in the context of financial mathematics, in particular on the use of matched asymptotic expansions in option pricing. Our methods are applied to the ordinary Black-Scholes model for illustration. In this simple example of the Black-Scholes model an exact solution is available, so it is in fact...
master thesis 2010
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