49 research outputs found
Pricing of Exotic LIBOR Derivatives and Its Caribration (Mathematical Programming Concerning Decision Makings and Uncertainties)
No full textVarious Features of the Chooser Flexible Cap
No full textIn this paper, we theoretically look into various features of a chooser flexible cap. The chooser flexible cap is a financial instrument written on an underlying market interest rate index, LIBOR (London Inter-Bank Offer Rate). The chooser flexible cap allows a right for a buyer to exercise a limited and pre-determined number of the interim period caplets in a multiple-period cap agreement. While the chooser flexible cap is more flexible and cheaper instrument than the normal cap, its pricing is more complicated than the cap's because of its flexibility. So it may take long time for its price calculation. We can use the features to cut down the calculation time. At the same time the option holder can use the features for exercise strategies.chooser flexible cap, LIBOR, dynamic programming, exercise strategy.
Pricing a Bermudan Swaption with a Short Rate Lattice Method
No full textThis paper presents the tree construction approach to pricing a Bermudan swaption. The Bermudan swaption is an option, which at each date in a schedule of exercise dates gives the holder the right to enter an interest swap, provided that this right has not been exercised at any previous time in the schedule. Assuming a common diffusion short rate dynamics, the Hull-White model, we propose a dynamic programming approach for their risk neutral evaluation. This framework is suited to a calibration from an observed initial yield curve and market price data of discount bonds and European swaptions.Bermudan swaption, swap rate, risk neutral evaluation, dynamic programming, Hull-White model, calibration.
Dynamic Asset Allocation under Uncertainty (Mathematics of Decision-making under uncertainty)
No full text
Jurassic accretionary complex of the Tamba Terrane, Southwest Japan and its formative process
No full textRancang Sistem Absensi Siswa menggunakan ID Card dengan Pemberitahuan SMS Berbasis Mikrokontroller At Mega 16.
No full textThe system of Radio frequency identification (RFID) is a technology that uses
communication via electromagnetic waves to change data between terminals with
an object such as product goods, animals, or humans with the aim to Here the
author uses identification identification is a STUDENT ID CARD and searches
the trail through the use of a device called the RFID tag. RFID tags can be active
or passive. Passive RFID tags do not have their own power supply, so the price is
cheaper than active tags. Where the later process when On the RFID reader is
going to read RFID tags on your STUDENT ID CARD, ID expected in reading
will be stored in EEPROM and will be compared with the existing STUDENT ID
at the student information system to send messages to the presence use the
MODEM WAVE COM to parents of students.53 HalamanSkripsi Sarjan
Perancangan alat pendeteksi jarak aman mobil menggunakan sensor ultrasonik dengan output suara berbasis mikrokontroler atmega328p
No full textVehicle safety distance detection monitoring system has a very important role in human life. Especially when driving or going to park a vehicle. with this tool the driver can help estimate a safe distance on the vehicle. In this thesis the author uses an ultrasonic sensor as a tool to detect distance, and IC LM7809 as a voltage amplifier with Arduino as its control center that is able to display the distance readable by the sensor on a 16x2 LCD and is equipped with LEDs and buzzers and sound modules as additional displays. From the results of testing the prototype hardware and software safe distance detection tool, the tool works well and has an average reading error of only one cm difference with the actual distanceSistem monitoring deteksi jarak aman kendaraan mempunyai peranan yang sangat penting dalam kehidupan manusia. Terutama saat berkendara maupun sedang akan memarkirkan kendaraan. dengan alat ini pengendara dapat terbantu memperkirakan jarak yang aman pada kendaraanya. Dalam tugas akhir ini penulis menggunakan sensor ultrasonik sebagai alat untuk mendeteksi jarak, dan IC LM7809 sebagai penguat tegangannya dengan Arduino sebagai pusat kendalinya yang mampu menampilkan jarak yang terbaca oleh sensor pada LCD 16x2 dan dilengkapi dengan LED dan Buzzer dan modul suara sebagai display tambahan. Dari hasil pengujian hardware dan software prototype Alat deteksi jarak aman, alat berfungsi dengan baik dan mempunyai rata- rata kesalahan pembacaan hanya selisih satu cm dengan jarak actual63 HalamanKertas Karya Diplom
Rancang Bangun Alat Pendeteksi Asap Rokok Berbasis Arduino Nano dengan Menggunakan Smartphone Android
No full textKurangnya fasilitas ruangan untuk para perokok juga kurang memadai seperti tidak
adanya pembersih udara pada ruangan khusus perokok sehingga menimbulkan asap
yang mengendap pada ruangan. Oleh karena itu penulis telah merancang dan
merealisasikan sebuah perangkat yang dapat mendeteksi asap rokok dan kemudian
menetralisirkannya, alat ini nantinya berfungsi untuk mengeluarkan asap rokok yang
terperangkap pada ruangan khusus merokok dan mengubahnya menjadi ruangan
bebas asap rokok. Perancangan ini dikontrol menggunakan mikrokontroller arduino
nano sebagai pusat dari seluruh pengendalian sistem yang dapat menampilkan hasil
dari kadar asap yang terdeteksi oleh sensor MQ2 pada layar LCD. Kemudian
mikrokontroller ini akan memerintahkan driver untuk mengaktifkan output pada alat
ini berupa aktifasi fan. Alat ini diprogram memiliki dua keadaan. Keadaan pertama
jika sampai 80 ppm (kadar asap) makan fan akan mati. Keadaan kedua jika sampai
200 ppm atau lebih maka fan akan menyala. Berdasarkan hasil pengujian alat ini
mampu mendeteksi kadar asap rokok yang terkumpul pada suatu ruangan dengan
baik, dan membutuhkan waktu beberapa saat untuk menetralisirkan ruangan yang
terkontaminasi asap rokok menjadi ruangan bebas asap rokok.The lack of room facilities for smokers is also inadequate, such as the absence of air
purifiers in special smoker rooms, causing smoke to settle in the room. Therefore the
author has designed and realized a device that can detect cigarette smoke and then
neutralize it, this tool will later function to remove cigarette smoke trapped in a
smoking room and turn it into a smoke-free room. This design is controlled using the
Arduino Nano microcontroller as the center of all system controls that can display
the results of the smoke levels detected by the MQ2 sensor on the LCD screen. Then
this microcontroller will instruct the driver to activate the output on this tool in the
form of fan activation. This tool is programmed to have two conditions. The first
situation if up to 80 ppm (smoke content) eat the fan will die. The second situation if
it reaches 200 ppm or more, the fan will turn on. Based on the results of testing this
tool is able to detect the level of cigarette smoke collected in a room properly, and it
takes a few moments to neutralize the room contaminated with cigarette smoke into a
smoke-free room.56 HalamanSkripsi Sarjan
