Search results | J. Murrey Atkins Library

Title: A CONVERTIBLE-BOND-PRICING METHOD BASED ON BOND PRICES ON MARKETS
Author: Shi, Qiang
Date Created: 2011
Subjects--Topical: Mathematics
Description: ABSTRACTQIANG SHI. A convertible-bond-pricing method based on bond prices on markets.(Under the direction of DR. YOU-LAN ZHU)This thesis is devoted to evaluating two-factor convertible bonds. Different zero-coupon bond curves are inputted when eva...

Title: A Dynamic Approach to Optimizing Interventions and Mitigating Contagion Impacts in Financial Networks
Author: Farthing, Christopher
Date Created: 2021
Subjects--Topical: Mathematics, Finance, Economics
Description: While modern financial networks are so large, complex, and dynamic that the interactions between their members are impossible to model in their entirety, mathematical models with some simplifying assumptions allow for effective study of network dy...

Title: A MESHLESS METHOD WITH ENRICHED BASIS FUNCTIONS FOR SINGULARITY PROBLEMS
Author: Hong, Won-Tak
Date Created: 2009
Subjects--Topical: Mechanical engineering, Mechanics, Mathematics
Description: For the last several decades, the Finite Element Method (FEM) has been a powerful tool in solving challenging science and engineering problems, especially when solution domains have complex geometry. However the mesh refinements and construction o...

Title: A Random Hierarchical Laplacian
Author: Ray, Elijah
Date Created: 2013
Subjects--Topical: Mathematics
Description: The Hierarchical Laplacian, proposed in Dyson's theory of one-dimensional ferromagnetic phase transitions, has a discrete spectrum with each isolated eigenvalue having infinite multiplicity. As a result, the integrated density of states is piecewi...

Title: A Unified Treatment of Derivative Pricing and Forward Decision Problems Within HJM Framework
Author: Zou, Wenhua
Date Created: 2012
Subjects--Topical: Mathematics, Finance
Description: We study the HJM approach which was originally introduced in the fixed income market by David Heath, Robert Jarrow and Andrew Morton and later was implemented in the case of European option market by Martin Schweizer, Johannes Wissel, Rene Carmona...

Title: ACCURATE AND EFFICIENT CALCULATION OF SINGULAR ELECTROSTATIC POTENTIALS IN CHARGE-DIELECTRIC SPHERICAL AND JANUS PARTICLE SYSTEMS
Author: Retz, Caylah
Date Created: 2018
Subjects--Topical: Molecular biology, Mathematics, Physics
Description: We introduce an efficient and accurate boundary element method for computing the electrostatic potential in closely-packed dielectric spheres and Janus particles. Close physical proximity occurs in modeling molecular ion interactions or colloidal ...

Title: ASYMPTOTIC ANALYSIS OF THE ANDERSON PARABOLIC PROBLEM AND THE MOSER'S TYPE OPTIMAL STOPPING PROBLEM
Author: ZHANG, HAO
Date Created: 2011
Subjects--Topical: Mathematics
Description: The central objects of the thesis are the Anderson parabolic problem and the Moser's type optimal stopping problem:(1) In the lattice parabolic Anderson problem, we study the quenched and annealed asymptotics for the solutions of the lattice parab...

Title: American Options Pricing using HJM Approach
Author: Fernando, Wedige
Date Created: 2017
Subjects--Topical: Mathematics
Description: With the development of financial markets and increasing demand for managing risk exposure, researchers and practitioners have developed various financial instruments over the years. Options, Futures, Forwards, Swaps are few examples of such instr...

Title: Analysis of failure time data with missing and informative auxiliary covariates.
Author: Ghosh, Lipika
Date Created: 2011
Subjects--Topical: Statistics, Mathematics, Biometry
Description: In this dissertation we use Cox's regression model to failure time data with continuous informative auxiliary variables in the presence of a validation subsample. The work is motivated by a common problem of missing or mismeasured covariates in su...

Title: Analysis of semiparametric regression models for the cumulative incidence functions under the two-phase sampling designs.
Author: Lee, Unkyung
Date Created: 2016
Subjects--Topical: Statistics, Mathematics
Description: Competing risks often arise where more than one event compete with each other for a subject. The cumulative incidence function is a proper summary quantity for analyzing competing risks data. In epidemiologic cohort studies, case-cohort study desi...

Title: Asymptotic Normality of Entropy Estimators
Author: Zhang, Xing
Date Created: 2013
Subjects--Topical: Mathematics
Description: Shannon's entropy plays a central role in many fields of mathematics. In the first chapter, we present a sufficient condition for the asymptotic normality of the plug-in estimator of Shannon's entropy defined on a countable alphabet. The sufficien...

Title: Asymptotic Normality of Higher Order Turing Formulae
Author: Chang, Jie
Date Created: 2022
Subjects--Topical: Mathematics
Description: Higher order Turing formulae, denoted as Tr for r ∈ Z+, are a powerful result allowing one to estimate the total probability associated with words from a random piece of writing, which have been observed exactly r times in a random sample. In part...

Title: Binary Edwards Curves in Elliptic Curve Cryptography
Author: Enos, Graham
Date Created: 2013
Subjects--Topical: Mathematics
Description: Edwards curves are a new normal form for elliptic curves that exhibit some cryptographically desirable properties and advantages over the typical Weierstrass form. Because the group law on an Edwards curve (normal, twisted, or binary) is c...

Title: Braid Indices in a Class of Closed Braids
Author: Hinson, Kenneth
Date Created: 2010
Subjects--Topical: Mathematics
Description: A long-standing problem in knot theory concerns the additivity of crossing numbers of links under the connected sum operation. It is conjectured that if L₁ and L₂ are links, then Cr(L...

Title: Branching Processes in Random Trees
Author: Jutmaan, Yanjmaa
Date Created: 2012
Subjects--Topical: Mathematics
Description: We study the behavior of branching process in a random environment on trees in the critical, subcritical and supercritical case. We are interested in the case when both the branching and the step transition parameters are random quantities. We pre...

Title: Consistency results in the theory of continuous functions and selective separability
Author: Barman, Doyel
Date Created: 2011
Subjects--Topical: Mathematics
Description: We study of the notion of selective separability(SS), which was introduced by Marion Scheepers, and its connection with the game-theoretic strengthening, strategically selective separable spaces (SS+). It is known that every set of ...

Title: Continue, quit, restart probability model and related problems
Author: Steinberg, Constantine
Date Created: 2011
Subjects--Topical: Operations research, Mathematics
Description: We discuss a new class of applied probability models. There is a system whose evolution is described by a Markov chain with known transition matrix in a discrete state space. At each moment of a discrete time a decision maker can apply one of thre...

Title: Distance Based Linear Regression Model And Its Application To Microbiome Association Studies
Author: Sheikhi Kiasari, Masoumeh
Date Created: 2021
Subjects--Topical: Mathematics, Statistics
Description: In the past few decades, pairwise distance based statistical methods have beendeveloped to identify spatial and/or temporal clusters of disease, study the association between the dissimilarity of ecological communities and distance in geographical...

Title: Estimation and Simulation for Multivariate Tempered Stable Distributions with Applications To Finance
Author: Xia, Yunfei
Date Created: 2022
Subjects--Topical: Mathematics
Description: In this thesis, we introduce a methodology for the simulation and parameter estimation of multivariate tempered stable distributions. Using the fact that tempered stable distributions can be specified indirectly by a Lévy measure, our approach is ...

Title: FRAME WAVELETS IN HIGH DIMENSION
Author: Huang, Wei
Date Created: 2016
Subjects--Topical: Mathematics
Description: In this dissertation, the classic one dimension orthogonal wavelet construction scheme is discussed and extended to construct Parseval's frame wavelets in high dimension scenario. An iterative algorithm is developed to construct various Parseval's...