The goal of this master's thesis is to provide an introduction to MSP430 microcontrollers and to design a simulator of these microcontrollers, focusing on easy implementation of extensions using peripherals. After a short introduction, the MSP430 microcontrollers are briefly described, including their internal peripherals and the formats used to store the binary executable code. The thesis continues with a  description of discrete event simulation using the DEVS formalism. Based on previous chapters, the new simulator (consisting of a simulation core, graphical user interface and library for MSP430 microcontroller simulation)  is designed and implemented. The implementation is tested by comparison with real microcontroller and in the end of the thesis, there is a summary and evaluation of the implemented simulator.

This thesis describes the design and implementation of an client-server application. This application is used to remote access to models of systems, which are saved on the server. Application also provides editation of the models and their simulation. In the thesis there is a design of Communication Protocol between the client and server too. For the implementation of the client and prototype of the server was used Qt library. Server is realized as a part of existing simulation core (SmallDEVS), which is implemented by Smalltalk.

The target of this work is a creation of simple strategic game with distinct signs of artificial intelligence. Artificial intelligence will be in project represented on three levels, managerial (global), robotically (local) and assist (associated). In the next phase of the project will be the main attention targeted on graphical side of game, 2D simulator of play, graphical interface a resulting deployment the game. The game will be implemented in language C++, which provide sufficient comfort, and may be used multi-platformly.

The Dynamic Distributed Dependable Real-Time Industrial communication Protocol (D3RIP) provides service guarantees for Real-Time traffic and integrates the dynamically changing requirements of automation applications in their operation to efficiently utilize the resources. The protocol dynamically allocates the network resources according to the respective system state. To this end, the protocol architecture consists of an Interface Layer that provides time-slotted operation and a Coordination Layer that assigns each time slot to a unique transmitter device based on a distributed computation. In this thesis, a software simulator for D3RIP is developed. Using the D3RIP Simulator, modifications in D3RIP can be easily examined without facing complexities in real implementations and extensive effort in terms of time and cost. The simulator simulates the Interface Layer, the Coordination Layer and additionally, the Shared Medium. Hence, using the simulator, the system-protocol couple can be easily analyzed, tested and further improvements on D3RIP can be achieved with the least amount of effort. The simulator implements the Timed Input Output Automata (TIOA) models of the D3RIP stack components using C++. The resulting code is compiled on GCC (Gnu Compiler Collection). The logs of the simulation runs and the real system with 2 devices connected via cross 100MbE cables are compared. In a 3ms time slot, the simulator and the system incidents differ about 135&micro / s on the average, causing no asynchronousity in their instantaneous operational states. The D3RIP Simulator is useful in keeping track of any variable in the D3RIP system automaton at any instant up to 1&micro / s resolution.

>Magister Scientiae - MSc / The case of pricing options under constant volatility has been common practise for decades. Yet market data proves that the volatility is a stochastic phenomenon, this is evident in longer duration instruments in which the volatility of underlying asset is dynamic and unpredictable. The methods of valuing options under stochastic volatility that have been extensively published focus mainly on stock markets and on options written on a single reference asset. This work probes the effect of valuing European call option written on a basket of currencies, under constant volatility and under stochastic volatility models. We apply a family of the stochastic models to investigate the relative performance of option prices. For the valuation of option under constant volatility, we derive a closed form analytic solution which relaxes some of the assumptions in the Black-Scholes model. The problem of two-dimensional random diffusion of exchange rates and volatilities is treated with present value scheme, mean reversion and non-mean reversion stochastic volatility models. A multi-factor Gaussian distribution function is applied on lognormal asset dynamics sampled from a normal distribution which we generate by the Box-Muller method and make inter dependent by Cholesky factor matrix decomposition. Furthermore, a Monte Carlo simulation method is adopted to approximate a general form of numeric solution The historic data considered dates from 31 December 1997 to 30 June 2008. The basket contains ZAR as base currency, USD, GBP, EUR and JPY are foreign currencies.