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Dissertations / Theses on the topic 'Binary option'

Author: Grafiati

Published: 4 June 2021

Last updated: 26 July 2025

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1

Héraud, Florian. "Four patterns of mispricing in binary option markets." Thesis, Queensland University of Technology, 2021. https://eprints.qut.edu.au/208970/1/Florian_Heraud_Thesis.pdf.

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This thesis investigates how contradictions with the efficient market theory occur in binary option markets. It is composed of four studies that use theoretical and empirical results to investigate the extent of market inefficiencies in this specific financial market. I analyse the existence of the left-digit bias, the favourite-longshot bias, the variation of security return rates depending on the-day-of-the-week and the differences in average return rates between sellers or buyers of contracts.

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2

Andriyashin, Anton. "Stock picking via nonsymmetrically pruned binary decision trees with reject option." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2010. http://dx.doi.org/10.18452/16248.

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Die Auswahl von Aktien ist ein Gebiet der Finanzanalyse, die von speziellem Interesse sowohl für viele professionelle Investoren als auch für Wissenschaftler ist. Empirische Untersuchungen belegen, dass Aktienerträge vorhergesagt werden können. Während verschiedene Modellierungstechniken zur Aktienselektion eingesetzt werden könnten, analysiert diese Arbeit die meist verbreiteten Methoden, darunter allgemeine Gleichgewichtsmodelle und Asset Pricing Modelle; parametrische, nichtparametrische und semiparametrische Regressionsmodelle; sowie beliebte Black-Box Klassifikationsmethoden. Aufgrund vor

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Andriyashin, Anton V. [Verfasser], Wolfgang [Akademischer Betreuer] Härdle, and Marlene [Akademischer Betreuer] Müller. "Stock picking via nonsymmetrically pruned binary decision trees with reject option / Anton Andriyashin. Gutachter: Wolfgang Härdle ; Marlene Müller." Berlin : Humboldt Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2010. http://d-nb.info/1014974992/34.

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4

Dyakopu, Neliswa B. "Discrete time methods of pricing Asian options." Thesis, University of Western Cape, 2014. http://hdl.handle.net/11394/3341.

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>Magister Scientiae - MSc<br>This dissertation studies the computation methods of pricing of Asian options. Asian options are options in which the underlying variable is the average price over a period of time. Because of this, Asian options have a lower volatility and this render them cheaper relative to their European counterparts. Asian options belong to the so-called path-dependent derivatives; they are among the most difficult to price and hedge both analytically and numerically. In practice, it is only discrete Asian options that are traded, however continuous Asian options are used for

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Karásek, Michal. "Principy obchodování na sázkových burzách." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-18759.

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Unlike traditional stock exchanges, where bonds, shares and financial derivatives are traded, on the betting exchanges there are traded probabilistic estimates of the results of sporting or social events. The market price of bets, namely the market implied probability is influenced by estimate of the outcome. The specificity of betting exchanges is also a short period to maturity of contracts, and the possibility to trade with the estimated result of one real world event in several sub-markets simultaneously. In theoretical analysis, we have defined the bet, the underlying asset, and the binar

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Alexis, Sara. "Combinatorial and price efficient optimization of the underlying assets in basket options." Thesis, KTH, Optimeringslära och systemteori, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-204861.

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The purpose of this thesis is to develop an optimization model that chooses the optimal and price efficient combination of underlying assets for a equally weighted basket option. To obtain a price efficient combination of underlying assets a function that calculates the basket option price is needed, for further use in an optimization model. The closed-form basket option pricing is a great challenge, due to the lack of a distribution describing the augmented stochastic price process. Many types of approaches to price an basket option has been made. In this thesis, an analytical approximation o

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7

Ramilijaona, Raombanarivo Dina. "Problemas inversos em engenharia financeira: regularização com critério de entropia." Universidade do Estado do Rio de Janeiro, 2013. http://www.bdtd.uerj.br/tde_busca/arquivo.php?codArquivo=6640.

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Esta dissertação aplica a regularização por entropia máxima no problema inverso de apreçamento de opções, sugerido pelo trabalho de Neri e Schneider em 2012. Eles observaram que a densidade de probabilidade que resolve este problema, no caso de dados provenientes de opções de compra e opções digitais, pode ser descrito como exponenciais nos diferentes intervalos da semireta positiva. Estes intervalos são limitados pelos preços de exercício. O critério de entropia máxima é uma ferramenta poderosa para regularizar este problema mal posto. A família de exponencial do conjunto solução, é calculado

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8

Ricks, Douglas Wayne. "Light scattering from binary optics." Diss., The University of Arizona, 1993. http://hdl.handle.net/10150/186258.

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Binary optics is a new technology that makes use of the principle of diffraction instead of reflection or refraction to change an incident wavefront. This technology takes advantage of the recent progress in microlithography. There are many new and exciting applications for binary optics, and we can also expect to see the replacement of some conventional optical elements with binary optics. In many ways a binary optic behaves like a diffraction grating with a period that changes continually over the surface of the optic. We find that energy is scattered into different diffraction orders, and t

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9

Chizek, Larry Vernon. "Near-angle scattering and binary optics." Thesis, Monterey, California. Naval Postgraduate School, 1989. http://hdl.handle.net/10945/27158.

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10

Burgos, Sylvestre Jean-Baptiste Louis. "The computation of Greeks with multilevel Monte Carlo." Thesis, University of Oxford, 2014. http://ora.ox.ac.uk/objects/uuid:6453a93b-9daf-4bfe-8c77-9cd6802f77dd.

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In mathematical finance, the sensitivities of option prices to various market parameters, also known as the “Greeks”, reflect the exposure to different sources of risk. Computing these is essential to predict the impact of market moves on portfolios and to hedge them adequately. This is commonly done using Monte Carlo simulations. However, obtaining accurate estimates of the Greeks can be computationally costly. Multilevel Monte Carlo offers complexity improvements over standard Monte Carlo techniques. However the idea has never been used for the computation of Greeks. In this work we answer t

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11

Wan, Abdullah Ahmad Kamil. "Far infrared transmission spectroscopy of binary semiconductors." Thesis, Royal Holloway, University of London, 1986. http://repository.royalholloway.ac.uk/items/d469556d-81ed-4a64-88aa-2851fe7ddc69/1/.

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The far infrared optical properties of a selection of binary semiconductors have been studied by the technique of dispersive Fourier transform spectroscopy. A commercial modular Michelson interferometer has been rebuilt in a single pass dispersive mode for this work. The performance of the instrument has been substantially improved by mounting the moving mirror on a pneumatically controlled precision linear slide to provide a smooth travel. The interferogram was sampled internally by monitoring the interference fringes derived from a secondary He-Ne laser channel. Precision alignment maximises

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12

Nguyen, Trung Thanh. "Binary-coded modulation and applications in free-space optics." Thesis, University of British Columbia, 2011. http://hdl.handle.net/2429/33145.

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Binary-coded modulation techniques such as bit-interleaved coded modulation (BICM) and multilevel coding (MLC) are pragmatic methods to achieve both high power and bandwidth efficiencies in digital communications. These techniques enable the combination of powerful and popular off-the-shelf binary codes with bandwidth-efficient multilevel signaling without considerable performance loss compared to joint coding and modulation designs. Today, binary-coded modulation has become almost universal in digital communication systems. This thesis concerns several aspects of binary-coded modulation an

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Simon, Daniel I. 1971. "Fabrication of micro-optics using binary and graylevel masks." Thesis, The University of Arizona, 1998. http://hdl.handle.net/10150/278670.

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This thesis provides step by step instructions on how to design, layout, and fabricate diffractive optical elements (DOE). While there has been a great deal published on the design of DOEs, there are few publications detailing how to transform a design into a physical element. The thesis describes how to order a photomask and pattern an element. It provides recipes that I have used to etch DOEs with both an ion mill and a reactive ion etcher (RIE) at the Optical Sciences Center. The thesis includes characterization of the elements fabricated using these recipes. In addition the thesis looks at

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Matalgah, Mustafa M. "Geometric theory for designing optical binary amplitude and binary phase-only filters /." free to MU campus, to others for purchase, 1996. http://wwwlib.umi.com/cr/mo/fullcit?p9717158.

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15

Theron, Nadia. "Aspects of some exotic options." Thesis, Link to the online version, 2007. http://hdl.handle.net/10019/1236.

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Shen, Yuji. "Investigation of binary Gabor zone plate encoded holography technique with infrared." Thesis, University of Birmingham, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.367344.

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Fečko, Michal. "Exotické opcie (Digitály a bariery)." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-5391.

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Main objective of this diploma thesis is to point out to the advantages related to the applications of Exotic options and show that we have to be aware of complexities which arise in hedging such products. There exists a quantity of different Exotic options products so the first chapter is dedicated to its basic classification, although not all instruments were included, as some are very specific. According to the application of options, we took out the most used Exotic options. The number one in the Exotic options world, are the Barrier options, followed by Digital options

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18

Coker, Carl. "The Frequency of Binary Companions Around KELT Planet Host Stars." The Ohio State University, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=osu149978799487883.

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Hernan, Rachael. "An Alternative Woman: Breaking From the Binary Options of Sir Walter Scott's Heroines and Their Successors in Historical Fiction." Cleveland State University / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=csu1599610638064843.

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20

Blomdahl, Eric. "Produktingripanden på finansmarknaden : Leder begränsningar och förbud till ett stärkt investerarskydd för ickeprofessionella kunder?" Thesis, Linköpings universitet, Affärsrätt, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-147329.

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På finansmarknaden finns det flera olika typer finansiella instrument och utbudet ökar stadigt. Utvecklingen har lett till att det har blivit svårare för icke-professionella kunder att utvärdera riskerna med instrumenten. Vissa finansiella instrument som finns på marknaden är så kallade finansiella derivatinstrument, vars värde beror på en underliggande tillgångs värdeutveckling. En ny reglering om produktgodkännande av finansiella instrument introducerades genom Europaparlamentets och rådets direktiv 2014/65/EU. Processen för produktgodkännande är reglerad i 8 kap. 13 § lag (2007:528) om värd

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Šitavanc, Jan. "Exotické opce a jejich možné využití v investiční praxi." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2010. http://www.nusl.cz/ntk/nusl-222738.

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Diplomová práce primárně řeší zda jsou exotické opce vhodné pro zajištění kurzových rizik a přináší návrh vhodné aplikace exotických opcí. Práce je zaměřena na úzkou skupinu exotických opcí, tzv. Path-Dependent opce. Tři často používané typy těchto opcí jsou analyzovány a testovány jak mezi sebou tak pro lepší porovnání i s klasickou vanilla opcí. Hlavním výstupem diplomové práce je návrh vhodného využití testovaných exotických opcí.

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Foley, Edward L. "A Rotating Aperture Mask for Small Telescopes." DigitalCommons@CalPoly, 2019. https://digitalcommons.calpoly.edu/theses/2105.

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Observing the dynamic interaction between stars and their close stellar neighbors is key to establishing the stars’ orbits, masses, and other properties. Our ability to visually discriminate nearby stars is limited by the power of our telescopes, posing a challenge to astronomers at small observatories that contribute to binary star surveys. Masks placed at the telescope aperture promise to augment the resolving power of telescopes of all sizes, but many of these masks must be manually and repetitively reoriented about the optical axis to achieve their full benefits. This paper introduces a de

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Caballero, Saida M. "A Tale of Two Telescopes: Taking a Closer Look at the Multiplicity Properties of Massive Stars in Cygnus." Digital Archive @ GSU, 2012. http://digitalarchive.gsu.edu/phy_astr_diss/58.

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Massive stars profoundly influence the evolution of the Universe, from Galactic dynamics and structure to star formation. They are often found with bound companions. However, our knowledge of O-type multiple systems with periods in the range from years to thousands of years is incomplete due their great distances. We present results from a high angular resolution survey to find angularly resolved companions using the Fine Guidance Sensor (FGS) on the Hubble Space Telescope and using ground-based adaptive optics at Gemini North. We observed 75 O- and early B-type stars in Cyg OB2 and determi

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Koppa, Pàl. "Commutation de données par reconnaissance d'adresse binaire." Phd thesis, Université Paris Sud - Paris XI, 1995. http://pastel.archives-ouvertes.fr/pastel-00714180.

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On a réalisé la démonstration d'une commutation spatiale de données d'une entrée vers 64 sorties par voie tout optique. Les composants originaux utilises sont une matrice de modulateurs a puits quantiques multiples en technologie gaalas a 64 éléments et une structure bistable optique de même technologie. Le principal résultat est le fonctionnement complet du démonstrateur voie par voie a la fréquence d'horloge de 20mhz (taux d'erreur inférieur a 1%). Les limitations viennent de la stabilité du laser et des non uniformités lors de la croissance epitaxiale des composants.

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Soulain, Anthony. "Étude des nébuleuses spirales de poussière autour des étoiles Wolf-Rayet." Thesis, Université Côte d'Azur (ComUE), 2018. http://www.theses.fr/2018AZUR4245/document.

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Les étoiles massives représentent un des principaux contributeurs à l'enrichissement des galaxies en éléments lourds et en poussière interstellaire. L’ultime étape de leur évolution est représentée par le stade Wolf-Rayet (WR). Les étoiles WR présentent la particularité de générer un vent stellaire radiatif dense, qui peut interagir avec celui d’un compagnon proche, donnant naissance à un environnement de poussière en forme de spirale. Les ordres de grandeur associés à ce type d’objet sont spectaculaires : avec un taux de formation de poussière équivalent à la masse de la planète Mars produite

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Jottreau, Benoît. "Financial models and price formation : applications to sport betting." Thesis, Paris Est, 2009. http://www.theses.fr/2009PEST1031.

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Cette thèse est composée de quatre chapitres. Le premier chapitre traite de l'évaluation de produits financiers dans un modèle comportant un saut pour l'actif risque. Ce saut représente la faillite de l'entreprise correspondante. On étudie alors l'évaluation des prix d'options par indifférence d'utilité dans un cadre d'utilité exponentielle. Par des techniques de programmation dynamique on montre que le prix d'un Bond est solution d'une équation différentielle et le prix d'options dépendantes de l'actif est solution d'une équation aux dérives partielles d'Hamilton-Jacobi-Bellman. Le saut dans

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Leroy, Arnaud. "Optimisation d'un duplexeur en ligne fonctionnant à 1,3 µm et à 1,55 µm." Grenoble INPG, 1998. http://www.theses.fr/1998INPG0140.

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Cette these expose les optimisations menees sur la conception et la realisation d'un duplexeur 1,3m/1,55m, composant bidirectionnel destine a etre implante dans les futurs reseaux d'acces (et plus specifiquement, reseaux ftth). Le duplexeur 1,3m/1,55m integre en ligne sur un meme monolithe de semi-conducteur, un laser dfb a 1,3m, un photodetecteur a 1,55m et une section absorbante a 1,3m placee entre les deux assurant l'isolation optique de la photodiode lors du fonctionnement simultane du laser (mode full-duplex). La definition d'un rapport signal a bruit specifique a ce type de dispositif a

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Corporon, Patrice. "La binarité des étoiles Ae/Be de Herbig vue par l'optique adaptative et la spectroscopie : une étude du système triple TY CrA." Phd thesis, Université Joseph Fourier (Grenoble), 1998. http://tel.archives-ouvertes.fr/tel-00724469.

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Les étoiles multiples sont nombreuses, tant parmi les objets jeunes de faible masse, les étoiles T Tauri, que parmi les astres de la Séquence Principale (SP). En ce qui concerne les étoiles jeunes de masse intermédiaire, les étoiles Ae/Be de Herbig (HAeBe), le statut de la binarité est peu connu. Nous avons réalisé une recherche systématique de binaires HAeBe en utilisant deux techniques: l'imagerie à haute résolution angulaire avec la méthode de l'Optique Adaptative d'une part, et la spectroscopie visible à haute résolution d'autre part. Ces techniques complémentaires nous ont permis d'identi

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Fick, Jochen. "Étude non linéaire des couches minces de silice fabriquées par sol-gel et dopées avec des microcristallites de semiconducteur." Grenoble INPG, 1995. http://www.theses.fr/1995INPG0009.

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Des couches minces de sio2-tio2 dopees avec des microcristallites de cds et pbs ont ete fabriquees par la technique de sol-gel. La qualite optique de ces echantillons est tres bonne avec des pertes par propagation de l'ordre de quelques db/cm. La presence des semiconducteurs a ete prouvee par les spectres d'absorption, rayons x, tem, sims, eds et rbs. En general la taille des microcristallites est de 3-4 nm. Le deplacement de la bande d'absorption du au confinement quantique a ete observe dans les spectres d'absorption. Les proprietes non lineaires des couches ont ete mesurees en employant la

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Le, Luyer Yann. "Mise au point d'une technologie silice dopée erbium en optique intégrée pour l'amplification vers 1,5 µm." Grenoble INPG, 1997. http://www.theses.fr/1997INPG0184.

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L'application conjointe des principes de l'amplification optique et de l'optique integree permet la realisation d'amplificateurs plus compacts et susceptibles d'etre associes a d'autres composants optiques sur un meme substrat. Nous decrivons la mise au point d'une technologie en silice dopee erbium sur silicium pour l'amplification vers 1,5 m. Nous detaillons en particulier l'etape de depot de la couche guidante par pulverisation cathodique et l'etape de gravure. Les parametres de depot ont ete optimises pour obtenir des guides planaires homogenes en indice et epaisseur. Ces guides presentent

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Bruynooghe, Stéphane. "Étude de l'élaboration par voie sol-gel de structures guidantes SiO2/Si pour applications en optique intégrée." Grenoble INPG, 1997. http://www.theses.fr/1997INPG0166.

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Ce travail traite de l'elaboration de structures guidantes sio#2/si a l'aide du procede sol-gel pour des applications en optique integree. La methodologie utilisee consiste en un suivi systematique de l'influence des conditions operatoires d'elaboration sur le comportement structural et optique des materiaux sol-gel, l'objectif etant l'optimisation de leurs performances. L'analyse bibliographique nous a permis de mettre en evidence l'interet de la technologie sol-gel pour le depot de films minces. Neanmoins, par cette technologie, l'elaboration de couches d'epaisseur micrometrique indispensabl

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Faderl, Ingo. "Étude et réalisation d'un modulateur électro-optique utilisant des polymères non linéaires dans un circuit optique intégré sur silicium." Grenoble INPG, 1994. http://www.theses.fr/1994INPG0102.

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La these demontre la faisabilite d'un modulateur electro-optique avec des polymeres non lineaires en optique integree sur silicium. Le modulateur est base sur un interferometre de mach-zehnder. L'originalite de ce travail repose sur l'hybridation d'un polymere non-lineaire sur un circuit optique integre passif. Seuls les guides actifs sont fabriques avec des polymeres non-lineaires. Le reste du modulateur est fabrique a l'aide de nitrure de silicium et de silice. Le premier chapitre rappelle les principes de l'optique non-lineaire avec les polymeres. La birefringence, l'absorption, le decalage

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Mittner, Ondřej. "Určování velikosti plochy a rozměrů vybraných objektů v obraze." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2010. http://www.nusl.cz/ntk/nusl-218637.

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The master’s thesis describes hardware opto-electronic instruments for contactless measurement of surfaces. It concentrates on instruments used for opto-electrical transformation of a taking scene and software processing of digital pictures. It presents selected methods of pre-processing, segmenting and following final modifications of these pictures. Then it deals with measuring of areas of surfaces and sizes of selected objects in these pictures and conversion of results from pixels to SI system of units. Possible divergences of measuring are described as well. A flow chart of a program for

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Moisan, Hervé. "Étude d'un réacteur de dépôt de silice sur substrat silicium par plasma microondes pour la réalisation de guides optiques intègres." Grenoble INPG, 1995. http://www.theses.fr/1995INPG0059.

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Les composants optiques integres passifs sur silicium sont parmi les constituants cles des futurs reseaux de telecommunications optiques. L'element de base de ces composants est le guide optique integre monomode aux longueurs d'ondes 1,3 et 1,55 m. Sa fabrication fait intervenir le depot de couche de silice pure ou dopee de forte epaisseur (20 a 30 m) et uniformes. La methode de depot etudiee utilise un reacteur a plasma microondes entretenu par des ondes de surface et des precurseurs sous forme de chlorures. L'interet essentiel de ce procede est la possibilite de deposer a relativement basse

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De, Montmorillon Louis-Anne. "Capteur photorefractif d'ultrasons : choix et optimisation d'un matériau holographique ; étude et réalisation d'un prototype. Senseur photorefractif d'ultrasons : choix et optimisation d'un matériau holographique ; étude et réalisation d'un prototype." Phd thesis, Université Paris Sud - Paris XI, 1997. http://pastel.archives-ouvertes.fr/pastel-00716009.

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Les matériaux photorefractifs sont ici mis en oeuvre pour l'analyse sans contact des très faibles vibrations engendrées en surface d'une pièce mécanique brute et donc rugueuse. Nous réalisons un couplage entre un faisceau de référence et un faisceau signal issu de la surface vibrante et construisons, grâce a l'effet photorefractif, un oscillateur local qui va interférer en teinte plate avec le faisceau signal transmis quelle que soit la structure spatiale de ce dernier. De plus, le matériau photorefractif va s'adapter aux phénomènes lents, correspondant a des vibrations parasites ou a des déré

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Delaye, Philippe. "Etude des non-linéarité photoréfractives dans les composés semi-isolants III-V et II-VI : influence d'une irradiation électronique." Phd thesis, Université Paris Sud - Paris XI, 1993. http://pastel.archives-ouvertes.fr/pastel-00608575.

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Ce manuscrit présente l'étude de l'effet photorefractif dans le proche infrarouge et, plus particulièrement, l'étude des matériaux sensibles dans cette gamme de longueurs d'onde. la première partie du travail a consiste a étudier les matériaux existants, provenant de la microélectronique, le GaAs et l'InP. Les études réalisées, tant expérimentales que théoriques, ont permis de comprendre leurs propriétés et de mettre en évidence leurs limitations, notamment pour les applications dans la gamme de longueurs d'onde autour de 1,3 m. au vu de ces résultats, nous avons propose une technique d'optimi

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陳曉煒. "The valuation of multi-asset binary option." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/69633415935759718123.

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Shin-Chiang, Chen. "A Tree-Based Algorithm for Option Pricing under GARCH-Binary Jump Processes." 2006. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0001-1807200614332500.

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Chen, Shin-Chiang, and 陳欣強. "A Tree-Based Algorithm for Option Pricing under GARCH-Binary Jump Processes." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/32678760665643557635.

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碩士<br>國立臺灣大學<br>財務金融學研究所<br>94<br>This thesis proposes the first tree-based algorithm in the literature for the pricing of options under the GARCH-jump model. Following Duan, Ritchken, and Sun (2005), we propose a new model, the GARCH-binary jump option pricing model, with modifications on their jump distribution. In this new model, besides conditional heteroskedasticity, there are also binary jumps in the pricing kernel and correlated binary jumps in asset returns and volatilities. The high complexity and intractability in constructing a tree-based algorithm for GARCH-lognormal jump processes

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張冠良. "To Discuss the Feasibility of Issuing Binary Option in Taiwan Based on Its Global Situation." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/07158211293271218109.

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碩士<br>國立交通大學<br>財務金融研究所<br>100<br>To make Taiwan’s financial market healthier, Taiwan Future Exchange has kept concentrating on regulation reforms and introducing new financial instruments in recent years so that will increase capital inflow and internationalize Taiwan’s financial market. As an emerging financial derivative, binary option is becoming more popular due to easy operation and low risk. For the present, U.S. and Northern Europe are the main trading area. However, Taiwan’s Asia neighbors such as Japan, South Korea and Singapore have not launched binary option yet. Therefore, thi

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Yue, Tianyao. "Spectral Element Method for Pricing European Options and Their Greeks." Diss., 2012. http://hdl.handle.net/10161/6156.

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<p>Numerical methods such as Monte Carlo method (MCM), finite difference method (FDM) and finite element method (FEM) have been successfully implemented to solve financial partial differential equations (PDEs). Sophisticated computational algorithms are strongly desired to further improve accuracy and efficiency.</p><p>The relatively new spectral element method (SEM) combines the exponential convergence of spectral method and the geometric flexibility of FEM. This dissertation carefully investigates SEM on the pricing of European options and their Greeks (Delta, Gamma and Theta). The essential

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Greene, Joseph Lewis. "Pupil engineering in a miniaturized fluorescent microscopy platform using binary diffractive optics." Thesis, 2019. https://hdl.handle.net/2144/38591.

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There is an unprecedented need in neuroscience and medical research for the precise imaging of individual neurons and their interconnectivity in an effort to achieve a more complete understanding of neurological illness and cognitive growth. While several imaging architectures successfully detect active neural tissue, fluorescent imaging through head-mounted microscopes is becoming a standard method of imaging neural circuitry in freely behaving animals. At Boston University, the Gardner Group developed a miniaturized, open-source, single-photon ‘finch-scope’ to spur rapid prototyping in head-

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CHEN, JUNG-SHIUAN, and 陳仲軒. "The Improvement of Convergence Speed to Path-Dependent American Asian Options Using Brownain Bridge on Binary Tree Method." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/c2pr7y.

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碩士<br>國立臺北大學<br>金融與合作經營學系<br>107<br>When it comes to pricing an option, if the option price is related to the historical path of the underlying asset, we refer to it as a path-dependent option. Path-dependent options have the low cost in practice and are suitable for a number of practical hedging scenarios and needs. This paper explores the literature of path-dependent options, and finds that less literature is discussing the American path-dependent option, which has the value of in-depth discussion. The binary tree method and the Monte Carlo method are most often used to price the American pa

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Afshinmanesh, Farzaneh. "Design of photonic crystals and binary supergratings using Boolean particle swarm optimization." Thesis, 2008. http://hdl.handle.net/1828/1105.

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Photonic crystals (PCs) and binary supergratings (BSGs) with large refractive index steps are promising structures for designing new compact optical devices. This thesis presents an inverse design tool in these two important areas of photonics. The tool consists of an optimization module and a simulation engine. Due to the binary nature of PCs and BSGs, Boolean particle swarm optimization (Boolean PSO), a recently proposed binary stochastic optimization algorithm, is used in the optimization module. The simulation engine, on the other hand, is chosen according to the structure to be modeled.

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Glowacki, Pawel. "An infrared spectrometer based on a MEMS fresnel zone plate for measuring dissolved gases in high voltage equipment." 2017. http://hdl.handle.net/1993/32165.

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This thesis presents a unique design for an infrared spectrometer based on a MEMS Binary Fresnel Zone Plate for the purpose of assessing the health of oil-impregnated high voltage (HV) equipment. It does so by measuring dissolved gases within it. These gases include carbon monoxide, carbon dioxide, methane, ethane, ethylene, and acetylene. These gases are currently measured using numerous technologies such as gas combustion, gas chromatography, photoacoustic spectroscopy, and FTIR spectroscopy. Each of these technologies have their advantages and disadvantages. The design presented in this the

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Yogesh, Prasad K. R. "Generation of Modulated Microwave Signals using Optical Techniques for Onboard Spacecraft Applications." Thesis, 2013. http://etd.iisc.ac.in/handle/2005/2849.

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This thesis deals with optical synthesis of unmodulated and modulated microwave signals. Generation of microwave signals based on optical heterodyning is discussed in detail. The effect of phase noise of laser on heterodyned output has been studied for different phase noise profiles. Towards this, we propose a generic algorithm to numerically model the linewidth broadening of a laser due to phase noise. Generation of microwave signals is demonstrated practically by conducting an optical heterodyning experiment. Signals ranging in frequency from 12.5 MHz to 27 GHz have been generated. Limitat

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Yogesh, Prasad K. R. "Generation of Modulated Microwave Signals using Optical Techniques for Onboard Spacecraft Applications." Thesis, 2013. http://etd.iisc.ernet.in/handle/2005/2849.

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This thesis deals with optical synthesis of unmodulated and modulated microwave signals. Generation of microwave signals based on optical heterodyning is discussed in detail. The effect of phase noise of laser on heterodyned output has been studied for different phase noise profiles. Towards this, we propose a generic algorithm to numerically model the linewidth broadening of a laser due to phase noise. Generation of microwave signals is demonstrated practically by conducting an optical heterodyning experiment. Signals ranging in frequency from 12.5 MHz to 27 GHz have been generated. Limitat

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