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A wavelet tour of option pricing
Dissertation
The efficient numerical solution of elliptic variational inequalities in general and of obstacle problems in particular is of great interest and poses a nontrivial challenge in Numerical Mathematics. Such problems occur ...
Libor Market Models with stochastic volatility and CMS spread option pricing
Dissertation
The main objective of the present thesis is to provide efficient methods and tools for calibrating Libor Market Models (LMM) to market-prices of caps, swaptions and CMS spread options, and in this way to extract the ...
Estimation techniques and goodness-of-fit tests for certain copula classes in large dimensions
Dissertation
Whenever multivariate data has to be modelled, a copula approach naturally comes into play. As a distribution function on the multivariate unit cube with standard uniform margins a copula may be used to characterize the ...
Speicherverwaltung für einen verteilten Speicher mit multikonsistenten Objektstrukturen
Dissertation
Memory management is a crucial component of distributed operating systems. This work presents design and functionality of the memory management package for Rainbow OS (a 64-Bit transactional distributed memory (TDM) operating ...
Kombination neuer Methoden zur Bestimmung des Wasserhaushaltes von Polymer-Elektrolyt-Brennstoffzellen
Dissertation
Combined novel methods for the determination of the humidification conditions of polymer electrolyte fuel cells - The water management is one of the key factors for the performance of a low temperature PEM fuel cell. With ...
Wavelets in der Optik - Wellenpropagation in inhomogenen Medien
Dissertation
We use a Wavelet-Galerkin Method for the propagation in inhomogeneous media. First we present the physical problem and derive the vectorial form of the wave equation for inhomogeneous media from the Maxwell equations. We ...
Genome rearrangement algorithms
Dissertation
With the increasing amount of sequenced genomes, a comparison of species based on these data becomes more and more interesting. In contrast to the classical approach, where only point mutations were considered, genome ...
Spatial functional principal component analysis and its application in diagnostics
Dissertation
In this thesis the nonparametric functional principal component analysis is extended to spatial data. The estimation is implemented in an R package and the implementation is evaluated comparing estimated eigenfunctions of ...
Energy markets - risk management, optimal liquidation, and derivatives
Dissertation
This thesis consists of three parts. Part 1 (Chapter 2) examines statistical properties of energy markets and the impact on risk management application. This is daily business for a utility company, and thereby a major ...
Nichtlineare Bahnregelung eines geladenen Mikrotropfens
Dissertation
Microdroplets with diameters in the range of a few microns are important for various industrial processes and atmospheric research. Characteristic properties like evaporation and condensation rates of single droplets have ...