Studia Informatica


Volume: 1-2(16)
Year: 2012
Publishing: Publishing House of University of Natural Sciences and Humanities
Scientific Editor: Wojciech Penczek
ISSN: 1731-2264

Contents

Barczak A., Zacharczuk D., Pluta D.,
Tools and methods of databases optimization in Oracle Database 10g. Part 1 – tuning instance
pp. 5-18
Abstract: The purpose of this article is to show the various questions and issues of databases optimization, and learn methods to improve the performance of the database based on the Oracle 10g DBS. The following parts will present working of these mechanisms, obtained effects and estimation of the results.
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Pietraszek K.,
Comparative analysis of MDA tools
pp. 19-34
Abstract: This paper presents the standard assumptions Model-Driven Architecture (MDA) and describes several tools supporting MDA approach.
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Trusz M., Kuzmina A.V.,
Option pricing by Esscher transforms in the cases of normal inverse Gaussian and variance gamma processes
pp. 35-44
Abstract: The class of Esscher transforms is an important tool for option pricing Gerber and Shiu (1994) showed that the Esscher transform is an efficient technique for valuing derivative securities if the log returns of the underlying securities are governed by certain stochastic processes with stationary and independent increments. Levy processes are the processes of such type. Special cases of the Levy processes such as the normal inverse Gaussian process and the variance gamma process are considered at this paper. Values of these processes parameters for the existence of Esscher transform are deduced. A new algorithm of a normal inverse Gaussian process and variance gamma process simulation is also presented in this paper. These algorithm is universal and simpler one compared with analogous algorithms.
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Wesolowski Z.,
Simulation modeling of stationary systems reliability
pp. 45-58
Abstract: A purpose of the article is describing the methodology of the simulation modeling of systems reliability. At the work is assumed that the process of the use of the studied system is stationary. An algorithm of the simulation applying the technique of discrete-event was presented. An example of using the proposed methodology to the reliability analysis of the air traffic control system was quoted.
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