Browsing Theses by Subject "Monte Carlo Simulation"
Now showing items 1-6 of 6
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Martingale Property and Pricing for Time-homogeneous Diffusion Models in Finance
(University of Waterloo, 2013-08-09)The thesis studies the martingale properties, probabilistic methods and efficient unbiased Monte Carlo simulation methods for various time-homogeneous diffusion models commonly used in mathematical finance. Some of the ... -
MODELING OLEFIN POLYMERIZATION USING MONTE CARLO SIMULATION: DETAILED COMONOMER DISTRIBUTION
(University of Waterloo, 2006)In recent years there have been many efforts to develop and expand the ability of mathematical models capable of describing polymerization systems. Models can provide a key competitive advantage for the industry and ... -
Modelling Fatigue Deterioration and Retrofitting in Bridge Management Systems
(University of Waterloo, 2016-02-11)Similar to any other structure exposed to the elements, bridges deteriorate and degrade over time. This deterioration can result in costly maintenance and repair if it is addressed properly or damage and even loss of life ... -
Quantitative Risk Analysis With Qualitative Statements
(University of Waterloo, 2023-12-14)Cybersecurity risk analysis is crucial for organizations to assess, identify, and prioritize possible threats to their systems and assets. Organizations seek to assess the potential costs of risks in order to determine how ... -
A study of the effect of perturbations in spin ice systems: site dilution, weak exchange, quantum and finite-size effects
(University of Waterloo, 2014-08-20)In this thesis we investigate a range of properties for spin ice under various perturbations theoretically. Diluted spin ices, Dy2−x Yx Ti2 O7 and Ho2−x Yx Ti2 O7 , where the magnetic rare-earth ions Dy3+ and Ho3+ are ... -
A Trip Planning-Assisted Energy Management System for Connected PHEVs: Evaluation and Enhancement
(University of Waterloo, 2017-05-18)The built-in Energy Management System (EMS) of Plug-in Hybrid Electric Vehicles (PHEVs) plays an important role in the fuel efficiency of these vehicles. Recently, it has been revealed that prior knowledge of the upcoming ...