Search results | J. Murrey Atkins Library

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: 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: An Approach to Reducing Parameter Uncertainty for Robotic Surface Assembly Tasks
Author: Saric, Amar
Date Created: 2014
Subjects--Topical: Computer science, Robotics
Description: In contrast to hard automation, which relies on the precise knowledge of all parameters and special-purpose machinery, the goal of flexible assembly is to overcome the inherent uncertainty in the location of the parts. The main result of this diss...

Title: Essays on Exploitation and Exploration in Software Development
Author: Temizkan, Orcun
Date Created: 2012
Subjects--Topical: Information technology, Business, Information science
Description: Software development includes two types of activities: software improvement activities by correcting faults and software enhancement activities by adding new features. Based on organizational theory, we propose that these activities can be classif...

Title: Model development and system optimization to minimize greenhouse gas emissions from wastewater treatment plants
Author: KIM, DONGWOOK
Date Created: 2014
Subjects--Topical: Environmental engineering
Description: As greenhouse gas emissions (GHG) reduction has drawn considerable attention, various methods have been established to estimate greenhouse gas emissions from wastewater treatment plants (WWTPs). In order to establish a design and operational strat...

Title: Optimal multiple stopping: theory and applications
Author: Crosby, Gary
Date Created: 2017
Subjects--Topical: Mathematics
Description: The classical secretary problem was an optimal selection thought experiment for a decision process where candidates with independent and identically distributed values to the observer appear in a random order and the observer must attempt to choos...

Title: PARALLEL COMPUTING FOR MARKOV CHAINS WITH ISLANDS AND PORTS
Author: Basnet, Amod
Date Created: 2017
Subjects--Topical: Mathematics
Description: We present recursive algorithms to calculate invariant distributions and fundamental matrices of Markov chains specified by the "Islands & Ports'" (IP) model. The state space of the IP model can be partitioned into "islands'" and "ports". An islan...

Title: THE DIFFUSION AND IMPACT OF RADIO FREQUENCY IDENTIFICATION IN SUPPLY CHAINS: A MULTI-METHOD APPROACH
Author: Wu, Xiaoran
Date Created: 2012
Subjects--Topical: Information technology, Business
Description: As a promising and emerging technology for supply chain management, Radio Frequency Identification (RFID) is a new alternative to existing tracking technologies and also allows a range of internal control and supply chain coordination. RFID has ge...