Several of the more complex optimization problems in finance can be characterized as impulse control problems. Impulse control problems can be written as quasi-variational inequalities, which are then solved to determine the optimal control strategy. Since most quasi-variational inequalities do not have analytical solutions, numerical methods are generally used in the solution process. In this thesis, the impulse control problem framework is applied to value two complex long-term option-type contracts. Both pricing problems considered are cast as impulse control problems and solved using an implicit approach based on either the penalty method or the operator splitting scheme. The first contract chosen is an exotic employee stock option referred to as an infinite reload option. This contract provides the owner with an infinite number of reload opportunities. Each time a reload occurs, the owner pays the strike price using pre-owned company shares and, in return, receives one share for each option exercised and a portion of a new reload option. Numerical methods based on the classic Black-Scholes equation are developed while taking into account contract features such as vesting periods. In addition, the value of an infinite reload option to it's owner is obtained by using a utility maximization approach. The second long-term contract considered is a variable annuity with a guaranteed minimum death benefit (GMDB) clause. Numerical methods are developed to determine the cost of the GMDB clause while including features such as partial withdrawals. The pricing model is then used to determine the fair insurance charge which minimizes the cost of the contract to the issuer. Due to the long maturity of variable annuities, non-constant market parameters expressed through the use of regime-switching are included in the GMDB pricing model.

Several of the more complex optimization problems in finance can be characterized as impulse control problems. Impulse control problems can be written as quasi-variational inequalities, which are then solved to determine the optimal control strategy. Since most quasi-variational inequalities do not have analytical solutions, numerical methods are generally used in the solution process. In this thesis, the impulse control problem framework is applied to value two complex long-term option-type contracts. Both pricing problems considered are cast as impulse control problems and solved using an implicit approach based on either the penalty method or the operator splitting scheme. The first contract chosen is an exotic employee stock option referred to as an infinite reload option. This contract provides the owner with an infinite number of reload opportunities. Each time a reload occurs, the owner pays the strike price using pre-owned company shares and, in return, receives one share for each option exercised and a portion of a new reload option. Numerical methods based on the classic Black-Scholes equation are developed while taking into account contract features such as vesting periods. In addition, the value of an infinite reload option to it's owner is obtained by using a utility maximization approach. The second long-term contract considered is a variable annuity with a guaranteed minimum death benefit (GMDB) clause. Numerical methods are developed to determine the cost of the GMDB clause while including features such as partial withdrawals. The pricing model is then used to determine the fair insurance charge which minimizes the cost of the contract to the issuer. Due to the long maturity of variable annuities, non-constant market parameters expressed through the use of regime-switching are included in the GMDB pricing model.

Machine-to-machine (M2M) communications is a field of research expected to grow in the following years. New business opportunities arise in this area, for instance the 50 Billion Project and the Future Internet Project at Ericsson. Thus new protocols and architectures need to be defined for the different scenarios where this technology is applicable. At the same time well known structured P2P networks, for instance by means of a Distributed Hash Table (DHT), present great synergy possibilities with M2M, in particular in the Wireless Sensor Networks (WSN) Area. M2M scenarios in which sensors become more autonomous and self-reliant, independent from a centralized decision-making entity can benefit from the use of DHTs. This thesis aims at adapting current DHT (Distributed Hash Table) procedures to a M2M (Machine-to-Machine) environment. Moreover it will consist on implementing a layer for M2M communication on top of an existing DHT. We analyze the state of the art in both sensor and P2P technologies. Based on that, we explain the motivations to create such a layer and the its benefits. Following the design we implement a fully working prototype and prepare some use case scenarios. Finally, we draw conclusions from the experience and trace future paths of research for our project.

Syftet med denna kandidatuppsats i informatik är att undersöka på vilket sätt ramverket Flutter underlättar för dagens apputvecklare i cross-plattformmiljöer. Uppsatsen belyser för- och nackdelar med Flutter utifrån apputvecklare-perspektiv. Det största problemområde från tidigare studier och forskningar inom cross-plattformutveckling är främst den undermåttliga dokumentation samt långa utvecklingstider. Denna kvalitativa studie är fokuserad på dessa problemområden och resultatet presenteras under kapitel 4 ”Resultat”. En analysmodell har utformats och använts i syfte att, för respondenter, svara på relevanta frågor där ramverket Flutter hanterar dessa viktiga problemområden. Slutsatsen av denna studie visar att det finns ett tydligt mönster där ramverktyget Flutter har satsat på att hantera dessa problemområden genom följande styrkor: Verktyget ”Hot Reload” (hjälpmedel som uppdaterar koden för att snabbt se ändringar direkt i simulatorn) Dart (ett programmeringsspråk) Dokumentation (tydlig, alltid i tid och flera olika kommunikationskanaler) Parallellt med kandidatuppsatsen har författaren utvecklat en egen app via Flutter. Syftet med denna app är att underlätta semesterplaneringen åt en avdelning på företaget AFRY. I denna kandidatuppstats används ej författarens egna upplevelser med Flutter som empiri men avslutar uppsatsen med egna reflektioner.

Avec l’omniprésence au quotidien du numérique et de l’informatique, de plus en plus d’utilisateurs souhaitent avoir accès à Internet et à leurs applications via n’importe quel périphérique, de n’importe où et n’importe quand. Les appareils domestiques intelligents se développant, les besoins d’échanger des données au domicile même se font de plus en plus sentir. C’est dans ce contexte, celui des services à domicile avec besoin d’interconnexion que se situe notre étude. Ce type de service est qualifié de Home Service (HS) alors que le réseau à domicile est nommé Home Network (HN). La problématique pour les opérateurs est alors de concevoir des architectures appropriées à l’interconnexion des HN de manière sécurisée tout en permettant un déploiement facile et à grande échelle. Dans la première étape, nous considérons la livraison de services sécurisés à travers un réseau de nouvelle génération (NGN) : IMS (IP Multimedia Subsystem). IMS étant l’architecture de référence pour son caractère réseau NGN des opérateurs, diverses architectures peuvent être développées comme support aux HS. Nous avons choisi d'analyser et de mettre en place une architecture P2P centralisée et de le comparer à l’architecture de référence. Plusieurs mécanismes d'authentification sont mis en place autour du P2P centralisé afin de sécuriser la prestation de services. La modélisation et l’évaluation de notre proposition ont permis d’identifier sa relation à l’IMS mais aussi des problèmes inhérents aux solutions centralisées : la protection des données personnelles, l’impact de la taille sur réseau sur les performances, l’existence d’un point de faiblesse unique face aux attaques et la congestion au niveau du serveur centralisé. Par conséquent, nous nous sommes tournés vers les solutions distribuées pour résoudre ces problèmes. Dans la deuxième étape, nous considérons l’architecture P2P non-structurée, qualifiée de pur P2P. La cryptographie basée sur l'identité (IBC) est ajoutée au P2P pur afin d’authentifier les utilisateurs et de protéger leurs communications. Pour chacune des solutions une analyse du coût de signalisation est effectuée révélant une faiblesse en ce qui concerne l’étape de recherche. Dans un déploiement à grande échelle, le coût de cette phase est trop élevé. Aussi, nous examinons le P2P structuré basé sur les Dynamic Hash Tables, une autre solution distribuée. Cette architecture est étudiée par l'IETF en tant qu’une des dernières générations de P2P: REsource LOcation And Discovery (RELOAD) Base Protocol. Nous proposons son utilisation dans le cadre des HSs. Comme preuve du concept, cette solution a été implantée et déployée sur un petit réseau en utilisant TLS/SSL comme mécanisme de sécurité. Cette plateforme nous a permis d’étudier les délais et les coûts de cette solution. Pour terminer, un bilan est établi sur toutes les solutions proposées En outre, nous introduisons d’autres types de HS et leurs possibilités de déploiement futur. / With digital life enhancement, more users would like to get seamless Internet and information with any devices, at any time and from anywhere. More and more home devices need to exchange data or to control other devices. The type of services is labelled Home Service (HS) and it is deployed though a Home Network (HN). Some users need to use their HS outside their HN, some others need to interconnect other HN. Operators have to provide suitable network architectures to ensure this interconnection and to provide at the same time, scalability, remote access, easy deployment and security. Here is the topic of our work. In the fist step, we consider a practical illustration around the Next-Generation Network (NGN) and the secured services. It is the IMS (IP Multimedia Subsystem) approach for the management of services that is generally supported by the NGN network operators. However, various network operator architectures can be developed to support these services. An alternative way is the P2P architectures. We choose to analyze and implement a centralized P2P and we compare it with the IMS solution. Several authentication mechanisms are introduced to secure the centralized P2P. An evaluation of these architectures is conducted. Since the previous solutions present some issues due to their centralized feature, we consider distributed solutions in a second step. The non-structured P2P, called pure P2P, can also support HS. Identity Based Crytography (IBC) is added to these architectures in order to offer authentication and protection to user communications. The different solutions are compared through their signaling and transmission cost. The study shows that searching step in this architecture is really costly, facing a scalability problem. Thus, we propose to use a structured P2P (called Dynamic Hash Table) for delivering HS between HN. This type of architecture is studied by IETF with the REsource Location And Discovery (RELOAD) Base Protocol. This solution is implanted and deployed here to be a proof of the concept. This test-bed enables the study of delay and security overhead in a real system. Eventually, the presented solutions are recaptured in order to see their advantages/ disadvantages. In addition, we introduce other perspectives in terms of HSs and network interconnection.