Thesiss

The valuation of weather derivatives is complex since the underlying temperature process has no negotiable price. This thesis introduces a selection of models for the valuation of weather derivative contracts, governed by a stochastic underlying temperature process. We then pres…

This thesis is concerned with changes in the behaviour of solutions to parameter-dependent stochastic delay differential equations.

The proposed research is essentially concerned on numerical simulation of materials and structures commonly used in the aerospace industry. The work is primarily focused on the study of the fracture mechanics with emphasis to composite materials, which are widely employed in the…