Browsing Theses by Title
Now showing items 11383-11402 of 15526
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Pricing Asian Options by the Method of Moments Matching
(University of Waterloo, 2015-06-16)This Master's Thesis explores the method of moments matching for pricing Asian options. In this thesis, the underlying asset is assumed to be non-dividend paying and its price process either follows the standard geometric ... -
Pricing CPPI Capital Guarantees: A Lagrangian Framework
(University of Waterloo, 2011-09-28)A robust computational framework is presented for the risk-neutral valuation of capital guarantees written on discretely-reallocated portfolios following the Constant Proportion Portfolio Insurance (CPPI) strategy. Aiming ... -
Pricing derivatives using Gram-Charlier Expansions
(University of Waterloo, 2013-04-22)In this thesis, we provide several applications of Gram-Charlier expansions in derivative pricing. We first give an exposition on how to calculate swaption prices under the the CIR2 model. Then we extend this method to ... -
Pricing in a Multiple ISP Environment with Delay Bounds and Varying Traffic Loads
(University of Waterloo, 2008-08-15)In this thesis, we study different Internet pricing schemes and how they can be applied to a multiple ISP environment. We first take a look at the current Internet architecture. Then the different classes that make up the ... -
Pricing Strategy of eBooks in a Two-Sided Market under the Threat of Piracy
(University of Waterloo, 2014-08-07)This thesis analyzes the effect of piracy on the price of eBook when the publisher uses the market platform for the sale of eBook. Under the traditional sales mechanism, called “resale model”, the market platform or an ... -
Pricing Virtual Goods: Using Intervention Analysis and Products’ Usage Data
(University of Waterloo, 2014-05-13)The rapid growth of online games enables firms to charge players for virtual goods they sell for use within their online game environments. Determining prices for such virtual goods is inherently challenging due to the ... -
Pride: Implications for Leader Behaviors and Effectiveness
(University of Waterloo, 2017-03-03)Although scholars have increasingly recognized the role of affect in leadership processes, research to date has mostly focused on generalized affect rather than discrete emotions. In the current study, we focus on the ... -
Primal Cutting Plane Methods for the Traveling Salesman Problem
(University of Waterloo, 2017-04-26)Most serious attempts at solving the traveling salesman problem (TSP) are based on the dual fractional cutting plane approach, which moves from one lower bound to the next. This thesis describes methods for implementing ... -
A Primal Dual Algorithm On 2-Steiner Graphs
(University of Waterloo, 2018-01-23)The Steiner Tree Problem is a fundamental network design problem, where the goal is to connect a subset of terminals of a given network at minimum cost. A major open question regarding this problem, is proving that the ... -
Primary and Auxiliary Subunits of Sodium Channel Nav1 in Lymnaea Stagnalis
(University of Waterloo, 2014-11-24)Voltage gated sodium channels (Nav ) are major contributors in the neuronal signal transduction, responsible for the action potential upstroke. They are members of the large 4x6 ion channel family, which also include the ... -
Primary and Secondary Frequency Control Techniques for Isolated Microgrids
(University of Waterloo, 2017-01-18)Isolated microgrids have been shown to be a reliable and efficient solution to provide energy to remote communities. From the primary control perspective, due to the low system inertia and fast changes in the output power ... -
Primary Blast Injury of the Head: Numerical Prediction and Evaluation of Protection
(University of Waterloo, 2010-08-30)The prevalence of injuries sustained from blast have been increasing over the past few decades due to the increasing use of Improvised Explosive Devices in areas where peacekeepers are deployed, as well as terrorist bombing ... -
Primary care providers' observations on diabetes management for young adults in Ontario: Barriers and enablers to care and patient-provider communication
(University of Waterloo, 2017-10-18)Background: Type 2 diabetes mellitus (T2DM) is a global epidemic that is only projected to impact more people in the coming years. In Canada, there has been a steady increase of people living with T2DM, including an increase ... -
Primary Frequency Control with Flywheel Energy Storage Technologies
(University of Waterloo, 2017-08-25)Over the last decade, concerns about greenhouse gas emissions have increased. Different strategies have been developed to minimize those effects, leading to the development of renewable energy sources worldwide. In recent ... -
Primary Production by Phytoplankton in Lake Simcoe 2010-2011
(University of Waterloo, 2013-05-07)Degradation of water quality, introduction of dreissenid mussels (notably <i>Dreissena polymorpha</i>) and depletion of oxygen concentrations in the hypolimnion in Lake Simcoe, Ontario prompted a study of phytoplankton ... -
A Primer on Cryptographic Multilinear Maps and Code Obfuscation
(University of Waterloo, 2015-09-23)The construction of cryptographic multilinear maps and a general-purpose code obfuscator were two long-standing open problems in cryptography. It has been clear for a number of years that constructions of these two ... -
Prince Edward County in the 21st Century
(University of Waterloo, 2018-01-23)In recent years, Prince Edward County has gained wide-spread attention for the unique experience it offers. Articles published by media outlets in Toronto, Ottawa and Montréal have directed a large urban population to the ... -
Principal Component and Independent Component Regression for Predicting the Responses of Nonlinear Base Isolated Structures
(University of Waterloo, 2009-01-23)Peak base displacement is one of the most important quantities in the design of base-isolated buildings. During the preliminary stages of design, a nonlinear time-history analysis is often not possible or too expensive, ... -
Printing the Past: 3D Printing and Archaeology
(University of Waterloo, 2016-01-15)3D Printing and 3D imaging technologies are frequent topics of global discussion. We see countless news media posts and academic articles devoted to what the technology is capable of and how it is currently being used. ... -
Prioritized Obstacle Avoidance in Motion Planning of Autonomous Vehicles
(University of Waterloo, 2017-09-21)Driver errors are a critical factor of the majority of car crashes. Autonomous vehicles take drivers and driver errors out of the equation, so they are being developed to reduce car crashes. However, in some situations, a ...