Le curve piane: dallo studio in geometria alla trattazione scolastica

L'argomento trattato in questa tesi riguarda lo studio geometrico delle curve piane. Una prima parte è dedicata alle varie definizioni di curva in matematica, la seconda tratta invece la presentazione delle curve da un punto di vista scolastico. Il mio lavoro è stato quello di analizzare alcuni testi delle scuole superiori allo scopo di evidenziare, laddove è stato possibile, il tipo di appproccio didattico utilizzato per presentare tali argomenti.

Il modello di Fister-Panetta per la crescita di cellule tumorali : analisi qualitativa e aspetti didattici

Si analizza il modello di Fister-Panetta per la crescita di cellule tumorali nella fase avascolare del tumore e si propone un percorso didattico di introduzione alla modellistica matematica in una quinta liceo. Si riporta poi una riflessione sulle motivazioni per cui l'introduzione degli aspetti modellistici e applicativi della matematica è importante anche nella scuola superiore.

The Libor Market Model: from theory to calibration

This thesis is focused on the financial model for interest rates called the LIBOR Market Model. In the appendixes, we provide the necessary mathematical theory. In the inner chapters, firstly, we define the main interest rates and financial instruments concerning with the interest rate models, then, we set the LIBOR market model, demonstrate its existence, derive the dynamics of forward LIBOR rates and justify the pricing of caps according to the Black’s formula. Then, we also present the Swap Market Model, which models the forward swap rates instead of the LIBOR ones. Even this model is justified by a theoretical demonstration and the resulting formula to price the swaptions coincides with the Black’s one. However, the two models are not compatible from a theoretical point. Therefore, we derive various analytical approximating formulae to price the swaptions in the LIBOR market model and we explain how to perform a Monte Carlo simulation. Finally, we present the calibration of the LIBOR market model to the markets of both caps and swaptions, together with various examples of application to the historical correlation matrix and the cascade calibration of the forward volatilities to the matrix of implied swaption volatilities provided by the market.

Jarrow-Yildirim model for inflation: theory and applications

This thesis deals with inflation theory, focussing on the model of Jarrow & Yildirim, which is nowadays used when pricing inflation derivatives. After recalling main results about short and forward interest rate models, the dynamics of the main components of the market are derived. Then the most important inflation-indexed derivatives are explained (zero coupon swap, year-on-year, cap and floor), and their pricing proceeding is shown step by step. Calibration is explained and performed with a common method and an heuristic and non standard one. The model is enriched with credit risk, too, which allows to take into account the possibility of bankrupt of the counterparty of a contract. In this context, the general method of pricing is derived, with the introduction of defaultable zero-coupon bonds, and the Monte Carlo method is treated in detailed and used to price a concrete example of contract. Appendixes: A: martingale measures, Girsanov's theorem and the change of numeraire. B: some aspects of the theory of Stochastic Differential Equations; in particular, the solution for linear EDSs, and the Feynman-Kac Theorem, which shows the connection between EDSs and Partial Differential Equations. C: some useful results about normal distribution.

Una sperimentazione in un liceo scientifico: le tassellazioni del piano con l'uso di un software di geometria didattica.

La tesi riporta la sperimentazione in un liceo scientifico di un software di geometria didattica applicato alle isometrie del piano. L'argomento è stato introdotto partendo dalle tassellazioni del piano mostrando immagini relative all'Alhambra in Spagna e dipinti di Escher.

An equilibrium approach to modelling social interaction

The aim of this work is to put forward a statistical mechanics theory of social interaction, generalizing econometric discrete choice models. After showing the formal equivalence linking econometric multinomial logit models to equilibrium statical mechanics, a multi- population generalization of the Curie-Weiss model for ferromagnets is considered as a starting point in developing a model capable of describing sudden shifts in aggregate human behaviour. Existence of the thermodynamic limit for the model is shown by an asymptotic sub-additivity method and factorization of correlation functions is proved almost everywhere. The exact solution for the model is provided in the thermodynamical limit by nding converging upper and lower bounds for the system's pressure, and the solution is used to prove an analytic result regarding the number of possible equilibrium states of a two-population system. The work stresses the importance of linking regimes predicted by the model to real phenomena, and to this end it proposes two possible procedures to estimate the model's parameters starting from micro-level data. These are applied to three case studies based on census type data: though these studies are found to be ultimately inconclusive on an empirical level, considerations are drawn that encourage further refinements of the chosen modelling approach, to be considered in future work.

Un approccio geometrico ai sistemi di equazioni differenziali

Vengono trattati tre diversi tipi di sistemi di equazioni differenziali utilizzando nozioni di tipo geometrico come le funzioni di matrici, le matrici costituenti e i fasci di matrici singolari.