Search results
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Title
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A CONVERTIBLE-BOND-PRICING METHOD BASED ON BOND PRICES ON MARKETS
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Author
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Shi, Qiang
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Date Created
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2011
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Subjects--Topical
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Mathematics
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Description
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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...
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Title
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A MESHLESS METHOD WITH ENRICHED BASIS FUNCTIONS FOR SINGULARITY PROBLEMS
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Author
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Hong, Won-Tak
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Date Created
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2009
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Subjects--Topical
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Mechanical engineering, Mechanics, Mathematics
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Description
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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...
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Title
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A Random Hierarchical Laplacian
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Author
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Ray, Elijah
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Date Created
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2013
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Subjects--Topical
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Mathematics
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Description
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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...
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Title
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American Options Pricing using HJM Approach
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Author
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Fernando, Wedige
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Date Created
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2017
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Subjects--Topical
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Mathematics
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Description
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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...
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Title
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Asymptotic Normality of Entropy Estimators
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Author
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Zhang, Xing
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Date Created
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2013
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Subjects--Topical
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Mathematics
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Description
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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...
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Title
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Asymptotic Normality of Higher Order Turing Formulae
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Author
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Chang, Jie
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Date Created
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2022
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Subjects--Topical
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Mathematics
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Description
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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...
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Title
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Binary Edwards Curves in Elliptic Curve Cryptography
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Author
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Enos, Graham
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Date Created
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2013
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Subjects--Topical
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Mathematics
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Description
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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 complete ...
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Title
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Braid Indices in a Class of Closed Braids
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Author
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Hinson, Kenneth
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Date Created
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2010
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Subjects--Topical
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Mathematics
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Description
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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(L1#L2)=Cr(L1)+Cr(L2), but so far this has been proved only for ce...
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Title
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Branching Processes in Random Trees
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Author
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Jutmaan, Yanjmaa
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Date Created
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2012
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Subjects--Topical
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Mathematics
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Description
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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...
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Title
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Consistency results in the theory of continuous functions and selective separability
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Author
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Barman, Doyel
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Date Created
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2011
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Subjects--Topical
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Mathematics
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Description
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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 countable &pi-w...
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Title
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Continue, quit, restart probability model and related problems
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Author
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Steinberg, Constantine
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Date Created
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2011
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Subjects--Topical
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Operations research, Mathematics
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Description
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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...
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Title
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FRAME WAVELETS IN HIGH DIMENSION
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Author
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Huang, Wei
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Date Created
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2016
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Subjects--Topical
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Mathematics
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Description
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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...
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Title
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GLOBAL CONVERGENCE AND QUASI REVERSIBILITY FOR COEFFICIENT INVERSE PROBLEMS
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Author
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Kuzhuget, Andrey
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Date Created
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2011
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Subjects--Topical
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Mathematics
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Description
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An inverse problem of the determination of an initial condition in ahyperbolic equation from the lateral Cauchy data is considered. Thisproblem has applications to the thermoacoustic tomography, as wellas to linearized coefficient inverse problems...
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Title
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ISOGEOMETRIC ANALYSIS AND PATCHWISE REPRODUCING POLYNOMIAL PARTICLE METHOD FOR PLATES
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Author
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Kim, Hyunju
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Date Created
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2013
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Subjects--Topical
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Mechanical engineering, Mathematics
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Description
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Isogeometric analysis (IGA) is a framework bridging the gap between Computer Aided Design (CAD) and Finite Element Analysis (FEA). So it drastically reduces the error in the representation of the computational domain and the re-meshing by the use ...