Browsing Theses by Subject "PDE"
Now showing items 1-4 of 4
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The Economics of Water Conservation Regulations in Mining: An Application to Alberta's Lower Athabasca River Region
(University of Waterloo, 2020-04-21)Large demands for water by the mining industry are of increasing concern around the world and access to water is seen as a significant constraint on future mine development. Citizens, environmental groups and other ... -
Hedging Costs for Variable Annuities
(University of Waterloo, 2013-09-03)A general methodology is described in which policyholder behaviour is decoupled from the pricing of a variable annuity based on the cost of hedging it, yielding two sequences of weakly coupled systems of partial differential ... -
Multi-Resolution Approximate Inverses
(University of Waterloo, 1999)This thesis presents a new preconditioner for elliptic PDE problems on unstructured meshes. Using ideas from second generation wavelets, a multi-resolution basis is constructed to effectively compress the inverse of the ... -
Numerical Methods for Nonlinear Equations in Option Pricing
(University of Waterloo, 2003)This thesis explores numerical methods for solving nonlinear partial differential equations (PDEs) that arise in option pricing problems. The goal is to develop or identify robust and efficient techniques that ...