New methods for global shape description of three-dimensional digital objects are presented. The shape of an object is first represented by a digital surface where the faces are either triangles or quadrilaterals. Techniques for computing a high-quality parameterization of the surface are developed and this parameterization is used to approximate the shape of the object. Spherical harmonics are used as basis functions for approximations of the coordinate functions. Information about the global shape is then captured by the coefficients in the spherical harmonics expansions. For a starshaped object it is shown how a parameterization can be computed by a projection from its surface onto the unit sphere. An algorithm for computing the position at which the centre of the sphere should be placed, is presented. This algorithm is suited for digital voxel objects. Most of the work is concerned with digital objects whose surfaces are homeomorphic to the sphere. The standard method for computing parameterizations of such surfaces is shown to fail on many objects. This is due to the large distortions of the geometric properties of the surface that often occur with this method. Algorithms to handle this problem are suggested. Non-linear optimization methods are used to find a mapping between a surface and the sphere that minimizes geometric distortion and is useful as a parameterization of the surface. The methods can be applied, for example, in medical imaging for shape recognition, detection of shape deformations and shape comparisons of three-dimensional objects.

The objective of this study is to implement a Java applet for calculating Bermudan/American-Asian call option prices and to obtain their respective optimal exercise strategies. Additionally, the study presents a computational time analysis and the effect of the variables on the option price.

This work mainly studies modeling and existence issues for martingale models of option markets with one stock and a collection of European call options for one fixed maturity and infinetely many strikes. In particular, we study Dupire's and Schweizer-Wissel's models, especially the latter one. These two types of models have two completely different pricing approachs, one of which is martingale approach (in Dupire's model), and other one is a market approach (in Schweizer-Wissel's model). After arguing that Dupire's model suffers from the several lacks comparing to Schweizer-Wissel's model, we extend the latter one to get the variations for the case of options on interest rate indexes and futures options. Our models are based on the newly introduced definitions of local implied volatilities and a price level proposed by Schweizer and Wissel. We get explicit expressions of option prices as functions of the local implied volatilities and the price levels in our variations of models. Afterwards, the absence of the dynamic arbitrage in the market for such models can be described in terms of the drift restrictions on the models' coefficients. Finally we demonstrate the application of such models by a simple example of an investment portfolio to show how Schweizer-Wissel's model works generally.

In this thesis we have created a computer program in Java language which calculates European call- and put options with four different models based on the article The Pricing of Options on Assets with Stochastic Volatilities by John Hull and Alan White. Two of the models use stochastic volatility as an input. The paper describes the foundations of stochastic volatility option pricing and compares the output of the models. The model which better estimates the real option price is dependent on further research of the model parameters involved.

In this work we consider the nonlinear case of Black-Scholes equation and apply it to American options. Also, method of Liao and Khaliq of high order was applied to nonlinear Black-Scholes equation in case of American options. Here, we use this method oh fourth order in time and space to raise American option price accuracy.

This master project is dedicated to the analysis of one of the nancialmarket models in an illiquid market. This is a nonlinear model. Using analytical methods we studied the symmetry properties of theequation which described the given model. We called this equation aSchonbucher-Wilmott equation or the main equation. We have foundinnitesimal generators of the Lie algebra, containing the informationabout the symmetry group admitted by the main equation. We foundthat there could be dierent types of the unknown function g, whichwas located in the main equation, in particular four types which admitsricher symmetry group. According to the type of the function gthe equation was split up into four PDEs with the dierent Lie algebrasin each case. Using the generators we studied the structure ofthe Lie algebras and found optimal systems of subalgebras. Then weused the optimal systems for dierent reductions of the PDE equationsto some ODEs. Obtained ODEs were easier to solve than the correspondingPDE. Thereafter we proceeded to the solution of the desiredSchonbucher-Wilmott equation. In the project we were guided by thepapers of Bank, Baum [1] and Schonbucher, Wilmott [2]. In these twopapers authors introduced distinct approaches of the analysis of thenonlinear model - stochastic and dierential ones. Both approaches leadunder some additional assumptions to the same nonlinear equation - the main equation.

This thesis is about a generalization of permutation theory. The concept of pattern avoidance in permutation matrices is investigated in a larger class of matrices - the alternating sign matrices. The main result is that the set of alternating sign matrices avoiding the pattern 132, is counted by the large Schröder numbers. An algebraic and a bijective proof is presented. Another class is shown to be counted by every second Fibonacci number. Further research in this new area of combinatorics is discussed.

Jump diffusion models are being used more and more often in financial applications. Consisting of a Brownian motion (with drift) and a jump component, such models have a number of parameters that have to be set at some level. Maximum Likelihood Estimation (MLE) turns out to be suitable for this task, however it is computationally demanding. For a complicated likelihood function it is seldom possible to find derivatives. The global maximum of a likelihood function defined for a jump diffusion model can however, be obtained by numerical methods. I chose to use the Bound Optimization BY Quadratic Approximation (BOBYQA) method which happened to be effective in this case. However, results of Maximum Likelihood Estimation (MLE) proved to be hard to interpret.

Betrakta en analytisk funktion f som beror av en komplex variabel z och ett ändligt antal reella parametrar param1, param2, ..., paramk, där k är ett positivt heltal. Rötterna till funktionen, med avseende på variabeln z, erhålls genom att lösa ekvationen f(z, param1, param2, ..., paramk)=0. Således kommer dessa rötter att vara beroende av parametrarna. Låt en av parametrarna paramj, där j är ett positivt heltal mindre än eller lika med k, vara monotont ökande eller avtagande på ett reellt intervall. Även funktionens rötter kommer att variera, till följd av de olika värdena på parametern paramj. Ett datorprogram, som beräknar och undersöker rörelsen hos rötterna till en funktion då en parameter varierar, har utvecklats och implementerats i MatLab. Underprogram som använder numerisk analys i form av sekantmetoden för att beräkna approximationer av rötter och linear algebra för att kunna identifiera de rötter som är felaktiga, har också skrivits. Det vill säga, programmets huvudsakliga åtgärder ligger i att kontrollera om de beräknade värdena är korrekta och att rätta till de som är felaktiga. Examensuppgiften och det implementerade programmet har främst varit inriktade på ljuddämpare, vilket innebär en problemställning, där rötterna till en funktion undersöks för att analysera hur akustiska vågor fortplantas vid olika villkor. Således har den huvudsakliga målsättningen varit att förenkla tillvägagångssättet för att beräkna rötter. / Consider an analytic function f of a complex variable z and of a finite number of real parameters param1, param1, ..., paramk, for a positive integer k. The roots of the function, with respect to the variable z, are obtained by solving the equation f(z, param1, param2, ..., paramk)=0. Consequently those roots will depend on the parameters. Let one of the parameters paramj, where j is a positive integer less or equal to k, be monotonically increasing or decreasing on an interval of the real line. As a consequence of those different values of paramj, also the roots of the function f will vary. A computer program that calculates and examines the behavior of the roots of a function as one parameter varies, has been developed and implemented in MatLab. Subroutines have been written, which use numerical analysis by using the secant method to calculate approximations of roots and linear algebra to identify the false roots. That is, the main measures of this program is to make sure that the calculated values are correct and to adjust the false ones. The paper and the implemented program are principally concentrated on silencers, that is, on modal analysis. Modal analysis is the examination of how the shape and the behaviour of acoustic waves are affected by different conditions, which is done by studying the roots of a function. Consequently, the main purpose has been to facilitate the procedure of finding roots.

Syftet med denna uppsats är att undersöka en komponents    optimala utbyts" tid med hänsyn till kostnad och risk,    och föreslå schemalagda underhåll, med hjälp av statistiska metoder.    Genom att använda statistiska verktyg och historiska data, kan    en komponents samt systemets brister predikteras. När    forskaren vet hur ett system beter sig, kan dess fördelar    exploateras och tas till vara på. Schemaläggning av    förebyggande service, kostnads prognoser samt    uppskattning av förlängda garantier är möjliga fördelar som    kan nyttjas av denna rapport. Detta medför en högre    tillgänglighet och förbättrat rykte hos kund.    Tillförlitligthet teori är en viktigt del av    Total Quality Management, TQM, som säkerhetsställer kvalité.    I denna uppsats jämförs, förklaras och verifieras 2 kända ARP,    och strategin att ersätta endast då komponenten går sönder i en fallstudie.    Denna uppsats indikerar att en ARP med ändlig horisont ger mer optimalta resultat än    en ARP med oändlig horisont eller då ingen utbytespolicy används.    Barlow \& Proschan visade detta redan 1962.    I denna uppsats påvisas att ARP-teorier kan minska omkostnader och stilleståndstid    samt öka tillgängligheten. / The purpose of this thesis is to examine when a part's optimal   replacement time occurs in terms of risk and cost, and provide maintenance plans   accordingly using statistical methods.   With the use of statistical tools and historical data,   the failures of components as well as the system can be predicted.   Once the researcher knows how the system behaves, he/she can reveal the gains that   can be made. Scheduling of preventive maintenance, improved warranty cost   forecasts and estimation of lengthened warranty costs are   plausible benefits from this report. This will further result   in higher availability and improved reputation among clients.   Reliability theory is an important part of Total Quality Management (TQM),   ensuring good quality.   This thesis will compare the differences between two known age replacement policies (ARP),   and with the strategy of replacing only on failures in a real case-study.   This thesis indicates that an ARP with finite horizon yields   a more optimal solution than an ARP with infinite horizon as well as using no replacement policy at all.   Barlow & Proschan established this as far back as 1962.   With the aid of ARP theories it has been shown in this thesis that lowering costs is possible   and in the progress lower downtime which increases availability.