Value-at-Risk (VaR) har kommit att bli ett viktigt riskmått de senaste 20 åren och används av finansiella institut världen över. Det huvudsakliga problemet med detta mått är att välja den mest lämpliga sannolikhetsfördelningen för att prognostisera risken. Detta betyder att man måste göra antaganden om den underliggande tillgångens probabilistiska beteende och utifrån dessa antaganden evaluera VaRValue-at-Risk (VaR) has grown to become an important risk measurement used by financial institutions in the last 20 years. The primary problem with this measure is to choose the most appropriate probability density function to forecast the risk. This means assumptions have to be made about the underlying asset’s probabilistic behavior and from these assumptions evaluate the Value-at-Risk measure.

This research aims at studying continuous time models within different stock market environments. We assume that the modeling of continuous time processes may be altered whether an equity market is experiencing a crisis or a pre-crisis period. As a benchmark index, the S&P500 has been chosen for this study and the sampling periods in question include the Black Monday of 1987, the Dot-Com of 20

The purpose of this study is to examine and analyze the debate on a local and a national level about the needs of a computer and internet in the economical national standard in Sweden. I also intended to examine and reflect how the national standard relates to the development in society. The study is based on a qualitative method and therefore I interviewed three local politicians in Helsingborg a

The different roles of a man and the role of a woman - a study of creating gender in social work with drug addicts The purpose of this study is to examine the social workers interpretation of gender among their clients, and more specifically how the social workers interpretation of gender affects the meeting with the client. This is a qualitative study based on interviews with six female social w

The purpose of this study was to investigate the effects on children participating in social service groups of children. The aim was to find out if there were any risks for the children to be labeled. I used a qualitative study with semi-structured interviews with four social workers. I used previous research and the labeling theory when I analyzed my material. The study showed that evaluation of

Samtidigt som den retoriska medvetenheten ställer oerhört höga krav på retorn saknas det i partesmodellen ett moment som uttryckligen behandlar hur talaren mentalt kan förbereda sig för att våga. Utifrån två våga tala-kursledares erfarenheter och med förankring i bland annat retorikvetenskaplig teori diskuteras hur retorisk copia kan vara användbar för att hantera talängslan. Sex stycken tillämpni

What determines and regulates the content of the textbooks for the Swedish gymnasium (secondary school)? In the present comparative and analytic study Swedish textbooks in history and religious studies are examined. The goal is to analyze and compare the textbook approach, interpretation and usage of the terms caste and globalization, as well as the reasons for these depictions. Eric Wolf and Jona

In the ongoing debate about how we can create a sustainable society, the role of business is negotiated and reshaped with the concept of ‘Corporate Social Responsibility’ (CSR) being central to the discussion. This debate steams from past experiences of business externalities, where costs of business transactions have been offloaded on society. This is also the reality in large dam projects in the

Today there is more people living in urban areas than in rural; this has changed the structure of the cities and resulted in a faster growing slum in the developing world, especially in Sub Saharan Africa (SSA). The purpose of this study is to first give a broad overview of slum characters and motivations, and analyze the fact that slum formation is wider in developing countries than in industrial

Titel: Timing på månadsbasis – En utvärdering av bankernas placeringsråd Kurs: NEKK01 – Kandidatuppsats 15 hp Författare: Staffan Banck Handledare: Erik Norrman Nyckelord: Månadsspara, marknadstiming, buy and hold, Sharpekvot, indexfonder. Syfte: Att undersöka huruvida en investerare som placerar lika stora belopp i en indexfond varje månad får en avkastning som kan anses signifikant skiljd

The fight about the syringe - a discourse analysis of the needle exchange debate The debate about needle exchange had been going on for twenty years in Sweden when the Act (2006:323) on the exchange of needles and syringes was introduced in 2006. But still the syringe exchange program is only implemented in Skåne. The purpose of this study was to, with a social constructionist and discourse analy

The foreign exchange market is regarded as one of the biggest and most liquid market in the world. This should make a good foundation for finding profitable trading strategies. Currencies are seldom treated as an investable asset despite the good liquidity, however, within the hedge fund industry they are traded on regular basis based on a number of strategies. I have chosen to evaluate and if pos

On the 8Th of December 2010 the decision was made in Nacka cultural committee, to outsource all six public libraries of the municipality. The decision is unique in Swedish library history and resulted in an intense debate that took place on several forums. This master’s thesis concerns the contemporary debate on privatization of public libraries. The aim is to analyse the debate in the light of

Background: A major challenge of today is to protect the marine ecosystem from a total collapse. Overfishing, illegal, unregulated and unreported fishing, climate change in the sea, coral bleaching, ocean acidification, marine pollution impacts of coastal development, exotic and invasive species and last but not least all the cumulative impacts, are just some of the factors degrading our marine en

Abstract Authors: Madelene Samuelsson and Linnéa Jönsson Title: The secret of social services: Sweden’s most attractive employer – a qualitative study about motivation and job satisfaction in social services Supervisor: Claes Levin Assessor: Kristina Göransson The aim of this qualitative study was to examine what factors that affect Swedish social workers motivation and job satisfaction, and whic

Category appellation for vulnerable groups in society seems to be afflicted more often by language change in contrast to changes in the general language. Especially this is the case with terms for persons who have mental and/or physical disabilities. This bachelor essay is about the innovations and alternations to the technical language used in human service organization, and the importance of thi

A large number of studies have shown that macroeconomic variables can explain co-movements in stock market returns in developed markets. The purpose of this paper is to investigate whether this relation also holds in China’s two stock markets. By doing a heteroscedastic cointegration analysis, the long run relation is investigated. The results show that it is difficult to determine if a cointegrat

Författare: Jessica Blom Larsson Handledare: Fredrik Schoug Examinator: Fredrik Miegel Titel: Mediebilden av den utsatta familjen Avdelning: Enheten för medie- och kommunikationsvetenskap, Lunds universitet. Mål och syfte: Uppsatsens huvudsyfte är att undersöka vad pressen förmedlar för bild av den svenska familjehemsvården och dess aktörer. Målet är den resonerande konklusionen där jag argument