Physical Sciences and Mathematics Commons^™

Construction Of Homomorphic Images, Stephanie Ann Hilber

Theses Digitization Project

This thesis constructs several finite homomorphic images of infinite semi-direct products of the form 2*n:N.

The Fundamental Group And Van Kampen's Theorem, Aaron Christopher Thomas

Theses Digitization Project

This thesis deals with the field of algebraic topology. Basic topological facts are addressed including open and closed sets, continuity, homeomorphisms, and path connectedness as well as discussing Van Kampen's Theorem in detail.

Applications Of New Diffusion Models To Barrier Option Pricing And First Hitting Time In Finance, Keang Ly

Theses and Dissertations (Comprehensive)

The main focus of this thesis is in the application of a new family of analytical solvable diffusion models to arbitrage-free pricing exotic financial derivatives, such as barrier options. The family of diffusions is the so-called “Drifted Bessel family” having nonlinear (smile-like) local volatility with multiple adjustable parameters. In particular, the drifted Bessel-K diffusion is used to model asset (stock) price processes under a risk-neutral measure whereby discounted asset price are martingales.

Closed-form spectral expansions for barrier option values are derived within the Bessel-K family of models. This follow from the closed-form spectral expansions for the transition probability …

On A Symmetric Presentation Of The Double Cover Of M₂₂: 2, Gabriela Laura Maerean

Theses Digitization Project

The purpose of this project is to construct finite homomorphic images of infinite semi-direct products. We will construct two finite homomorphic images, L₂ (8) and PGL₂ (9) of the infinite semi-direct product 2*³ : S₃. The main part of this project is to construct the double cover 2 - M₂₂ : 2 and the automorphism group M₂₂ : 2 of the Matheiu sporadic group M₂₂ as a homomorphic image of the progenitor 2*⁷ : L₃ (2).

Using Non-Euclidean Geometry In The Euclidean Classroom, Kelli Jean Wasserman

Theses Digitization Project

This study is designed to explore the ramifications of supplementing the basic Euclidean geometry, with spherical geometry, a non-Eugledian geometry curriculum. This project examined different aspects of the impact of spherical geometry on the high school geometry classroom.

Simulation Studies On Estimation Of Variance Components For Multilevel Models, Sara Vakilian

Theses and Dissertations (Comprehensive)

With the presence of unequal sampling in a multilevel model, the weight inflated estimators for variance components can be biased even though the use of survey weights results in design consistent estimators of the parameters. In this thesis I will carry out a simulation study to examine the performance of current existing methods and I will examine the resampling method for correcting bias of estimators of variance components of a multilevel model with covariates. This study will be based on these three papers: “Weighting for Unequal Selection Probabilities in Multilevel Models” by D. Pfeffermann , C. J. Skinner, D.J. Holmes, …

First-Passage Time Models With A Stochastic Time Change In Credit Risk, Hui Li

Theses and Dissertations (Comprehensive)

Many authors have used a time-changed Brownian motion as a model of log-stock returns. Using a Levy process as a stochastic time change, one obtains well known asset price models such as the variance gamma (VG) and normal inverse Gaussian (NIG) models. Following on the heels of these asset price models, it is natural to extend structural credit models by using a time-changed geometric Brownian motion and other jump-diffusion processes to model the value of a firm. To avoid the difficulties that arise in computing the associated first passage time distribution and in analogy to the time-changed Markov chain models, …

Calculation Of Equilibrants For Semipositive Matrices, Zheng Tong

Dissertations, Theses, and Masters Projects

No abstract provided.

There Are Only Four, Danielle Josette Mccoy

Theses Digitization Project

This paper is an investigation of finite-dimensional normed algebras over the reals from both an abstract and concrete point of view.