Search results


Title

A CONVERTIBLEBONDPRICING METHOD BASED ON BOND PRICES ON MARKETS

Author

Shi, Qiang

Date Created

2011

SubjectsTopical

Mathematics

Description

ABSTRACTQIANG SHI. A convertiblebondpricing method based on bond prices on markets.(Under the direction of DR. YOULAN ZHU)This thesis is devoted to evaluating twofactor convertible bonds. Different zerocoupon bond curves are inputted when eva...


Title

A MESHLESS METHOD WITH ENRICHED BASIS FUNCTIONS FOR SINGULARITY PROBLEMS

Author

Hong, WonTak

Date Created

2009

SubjectsTopical

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

SubjectsTopical

Mathematics

Description

The Hierarchical Laplacian, proposed in Dyson's theory of onedimensional 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

American Options Pricing using HJM Approach

Author

Fernando, Wedige

Date Created

2017

SubjectsTopical

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

SubjectsTopical

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

Asymptotic Normality of Entropy Estimators

Author

Zhang, Xing

Date Created

2013

SubjectsTopical

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 plugin 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

SubjectsTopical

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

SubjectsTopical

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

SubjectsTopical

Mathematics

Description

A longstanding problem in knot theory concerns the additivity of crossing numbers of links under the connected sum operation. It is conjectured that if L_{1} and L_{2} are links, then Cr(L...


Title

Branching Processes in Random Trees

Author

Jutmaan, Yanjmaa

Date Created

2012

SubjectsTopical

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

Continue, quit, restart probability model and related problems

Author

Steinberg, Constantine

Date Created

2011

SubjectsTopical

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

FRAME WAVELETS IN HIGH DIMENSION

Author

Huang, Wei

Date Created

2016

SubjectsTopical

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...