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This paper investigates if the Log-Normal Mean-Reverting Ornstein-Uhlenbeck spot price (LNMROU) and the Vasicek (1977) process can forecast Value-at-Risk (VaR) using the Monte Carlo method. The results from LNMROU are validated against Delta-Normal-GARCH (DNG) and Historical Simulation (HS) which are well known approaches for VaR estimations. The backtested results indicated that HS and DNG are go

In Greek mythology, Narcissus fell in love with his own reflection, not realizing it was merely an image. Unable to leave this reflection, Narcissus died. Doctor Faustus was, in both Marlowe’s and Goethe’s version, a highly successful scholar who makes a deal with the devil. The devil gets Faustus’ soul in exchange for unlimited knowledge and worldly pleasures. The young, beautiful Dorian Gray rea

Japanese is being thought of as a heavily culture-laden language. In this thesis we will take a look into seven Japanese concepts that are said to reveal something extra about Japanese culture. These Japanese cultural key words are studied by a Polish linguist named Anna Wierzbicka and with the assistance of her research in Natural Semantic Metalanguage, she is trying to unlock these concepts to c

The main purpose of this qualitative study was to achieve better understanding in terms of staff officer’s notions about work-related bullying and interventions. There were two issues. The first one was what are the general performances on the phenomenon of bullying in the workplace? The second question was what are the performances about interventions? Seven personnel officers from Sweden were th

The purpose of this paper is to provide an insight on the field of psycholinguistics, and how this field has begun and evolved in Japan and the Japanese language, as well as to provide a short history on the Japanese orthographic system. The intention is that anyone, even someone lacking any and all experiences with the japanese language can and may read this paper. That said, I have used some ter

Background: The ability to quickly provide parts for the supply of advanced technical systems in equipment-intensive industries (such as airlines and nuclear power plants) is critical to the systems overall performance. In order to maintain a targeted system availability large quantities of spare parts are often required which in turn results in excessive inventory costs. Seeing as inventory syste

Projects in the space domain are extremely complex and often characterized as being “one-off”, which makes it very difficult to make good predictions on future developments. Furthermore, space projects are also associated with state-of-the-art technology, high costs and long development time. Risks are therefore a threat to project success because they may have negative effects on the project cost

Interjections are a group of some of the more overlooked words in the field of linguistics. Many people see them as meaningless noise or non-words without purpose. It follows that many people consider them to be completely instinctive utterances which we can use freely. The flaw in this argument becomes clear when one looks at a language other than one's native language, as the interjections o

This is a comparison between the different loves expressed in the two novels. The loves are those expressed between the woman and the two men, in the Twilight Saga it is the love between the girl and the human on one side and the other it is the love between the girl and the werewolf and the loves in that book is compared to the loves in Jane Eyre, the one between Jane and her true love Rochester

Coordinated inventory management is not widely used among companies today. Not even modern companies, which should have resources and ability to always be in the forefront of technological developments, prioritizes models that in theory can provide substantial savings. This report illustrates that a slightly more advanced method to calculate the safety stock can increase the service accuracy and s

Executive Summary This thesis report presents a framework to be used for evaluating IT tools to support transport and logistic be split into three steps show applied on ABB to provide a decision basis and rationale to invest in a logistics IT tool. • The pre-study aims is set up, to ide improve the performance of criteria on which the IT tools should be evaluated investment as well as benefit calc

Problem definition Since 1995, the vehicle-gas market has been growing at a rapid pace. One segment that has not kept up with this development is the heavy gas-powered trucks. One explanation is that the existing gas-powered trucks cannot compete against the traditional diesel trucks. Some examples of attributes that makes the gas alternative less attractive are engine power, efficiency, driving d

Problem definition: Companies competing in a market environment are trying to improve their competitiveness. A widespread company strategy is to focus on the core operations and competencies and outsource non-core activities. Managing companies’ vehicle fleets is often considered non-core operations which have led to the creation of the operational vehicle leasing industry. It means that the leasi

Betsafe is still a young company that have seen a great success in a short span of time. To remain successful it is therefore important that they don’t become complacent and remain visionary. However, a successful company must also balance its risk‐taking. In the end it is vital to find the right opportunities that fits the company and of course to be able to make the right decisions. In this proj

Uppsatsen har till syfte att djupare granska säljande och köpande parts friskrivning och dess räckvidd vid köp respektive försäljning av fordon i ”befintligt skick”. Det då bilar är en komplicerad produkt och reparationerna kan oftast bli väldigt kostsamma. Det blir således svårt för en köpare att ta in alla de faktorer som krävs för att göra ett bra bilköp, där pris och varans faktiska värde hål

The occurrence of autistic traits measured by the social responsiveness scale, SRS, in a Swedish clinical sample of children age 8-12 diagnosed with ADHD was analyzed and found significantly elevated in comparison with a demographically similar control group. 28 children 4 girls and 24 boys diagnosed with ADHD were included in the ADHD group. 25 children 4 girls and 21 boys acted as controls. A me

This thesis examines determinants of adolescent fertility with a particular focus on the possible association between adolescent fertility and idea diffusion. A sample of DHS data consisting of 6591 Nigerian female adolescents in the age of 15-19 in 2008 is used for analysis. The logistic regression shows a clear significant association between adolescent fertility and socio-economic determinants

A auteur analysis of Stanley Kubrick with a intermedial focus. The paper explores the directors evolution from still photography to movies, and tries to find similarities between the two on both a aestetich level as well as in the way they are made. The purpose is to find out if Kubricks eye for detail and his perfectionism came during his work in films or if it's been with him all along. The

This Master’s thesis is set to study why art historical museums exhibit their permanent collections in a different way than what is generally more common in natural history and cultural history museums. Whereas art history museums tend to keep their rooms free from voices, natural and cultural history museums tend to (and have for a long while) build up more scenes. I also study how these ways of