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Spread options have become very popular in basically every sector of the financial markets, although the pricing of these derivatives still remains a challenge. In this thesis we examine the pricing of spread options using the fast Fourier transform (FFT). We implement a FFT method derived by Hurd and Zhou [10] and investigate the performance of the method under three different market models: the

The purpose of this qualitative case study was to add to the understanding of how national humanitarian workers in northern Burkina Faso experience workplace motivation. The study followed an abductive logic in which the national workers’ perceptions served as the empirical grounding of a reflection on workplace motivation and its impacts through Herzberg’s Motivation-Hygiene Theory. The methods u

This master’s dissertation comprises a life cycle assessment (LCA) of a changing table, which mainly constitutes of FSC certified wood. Results per functional unit showed global warming potential of 12,5 kg CO2 eq, creation of ground level ozone 2,17 g C2H4 eq, emitting of acidifying substances 39,4 g SO2 eq and energy consumption 93,5 MJ during the estimated product life length of 12,5 years. The

In 2008, the EU’s Common Security and Defence Policy (CSDP) launched the EU Naval Force (NAVFOR) Atalanta, the Union’s first-ever naval operation. In this military mission, Sweden and Finland took different degrees of participation. This thesis analyse how adaption of national defence can explain different degrees of burden-sharing in EU military operations. The theoretical framework is based on F

Biomarkör för Ara-C resistans i Mantelcellsmymfomceller kan i framtiden förbättra behandling Ara-C är ett läkemedel som drastiskt har ökat överlevnaden hos patienter med Mantelscellslymfom. Det är dock fortfarande en cancersjukdom med hög återfallsrisk och är i de flesta fall obotlig. Mantelcellslymfom är en sjukdom som drabbar B-cellerna, en typ av vita blodkroppar som är väldigt viktiga för imm

The purpose of this thesis was to contribute to a more holistic understanding of youth experiences under the phenomenon of societal transitions caused by processes of modernization. Bhutan has been subjected to major changes in terms of economic development, political and societal transitions. The group mostly associated with this modernization and globalization process is the youth living in the

Map design research has strongly come into the agenda with the extensive use of GIS and maps in geoportals. Geoportals are used to find, access and display geographic data via the Internet. Novel opportunities and techniques for displaying geographic data in viewing services also introduce new challenges and issues in cartographic design. Specifically, thematic polygon layers (foreground) will obs

Prissattning av swing optioner inom elmarknaden Allmant om swing optioner inom elmarknaden I ett kontrakt for kop utav elektricitet ar det specicerat hur mycket som kommer att levereras och nar, och det gar oftast inte att andra pa. Om innehavaren av ett sadant kontrakt skulle vilja oka eller minska leveransen av elektricitet under perioden for kontraktet, behover den kopa eller salja elektricitetThe thesis deals with how to price swing options in the electricity market by using a least squares Monte Carlo method. This is a simulation method which uses a backwards moving algorithm where the optimal decision is calculated at every time step. Regression is used for the optimal decision and in this thesis both a polynomial regression and a cubic smoothing spline are used. They are both shown

I undersökningen ”Fokus på förskolläraruppdraget” har jag undersökt hur förskollärarna uppfatar sitt uppdrag samt hur de omsätter uppdraget i praktiken. Jag har även undersökt vilken påverkan kommunikationen har för förskollärare i deras uppdrag. Jag har avgränsat mig till att samtala med förskollärarna eftersom de har det yttersta pedagogiska an-svaret för verksamheten. Undersökningen är en kvali

This thesis considers quantitative tools for assessing concentration risks in credit portfolios that may underlie decision making in an active portfolio management setting. The study incorporates a literature review, which considers analytical and simulation based credit risk models in a Merton-type framework as well as aspects of credit portfolio management. The literature review is followed by a

Bushfire problem is a long-lasting problem which is a big threat and environmental problem in Australia. Planning to control bushfire is very important for Australian Environment. One of the most effective methods to fight bushfire disasters is planning for controlled burns in order to reduce the risk of unwanted bushfire events. Controlled burns management and planning has been always considered

The use of Islamic symbols in metal music has, until now, been a rare phenomenon. A few years ago, some black metal-bands in Istanbul started using Islamic symbols in both their artwork and lyrics, often in an anti-Islamic fashion. Although research on metal music is well established, little has been done on the relationship between black metal and Islam. This thesis explores the relationship betw

This paper investigates how the adaptation of the new regulations of Base III will affect the banking industry and how the theoretical framework around charter value hypothesis can explain these changes. The empirical study has been based on performance analysis of four major European banks with the purpose of identifying the impact of the new regulations on their finances. The data used for this

Enzymatic pretreatment of algae – by means of cellulose degrading enzyme – was evaluated through lab-scale and pilot-scale experiments. The degradation efficiency of the enzyme depended on the initial physical quality of the algae. Lab-scale batch anaerobic digestion experiments showed comparatively low methane potential for the pretreated algae at both mesophilic and thermophilic temperatures. Ho

Nowadays, urbanization is expanding over natural habitats, imposing changes on animal communities. Cities provide abundant supplementary food, but its nutritional are different from what birds can find in nature, for instance in the content of fatty acids (FAs). FAs fulfil important physiological functions, being essential in a multitude of processes throughout the life of animals. However, FAs ar

It is well-known that long memory and regime switching in the first moment of a stochastic process are easily confused. But the relation between long memory in the second moment and regime switching in the second moment is less well understood. We perform a simulation study in which we assess the possibility to distinguish the two properties in the case that data with long memory in the second mom

This master’s thesis project report deals with the design of multiplier for the reference signal to the Phase Locked Loop (PLL) used in WLAN application. The reference multiplier designed is based on a newly proposed architecture of dual loop feedback Delay Locked Loop (DLL) in which multiplication is performed within the loops. To lock the DLL, input signal is required to be delayed only for threKamal Kumar Gupta DLL Based Reference Multiplier for the use in a PLL for WLAN applications In modern wireless communication system, a frequency synthesizer/multiplier is one of the main building blocks of the system. For on-chip application, a frequency synthesizer is used as local oscillator (LO) to generate precise frequency from a single base frequency source, usually a crystal oscillator. Th

Till fots är en reflektion över vandringens betydelse för människor, och en vision för hur vandringen som andlig och kontemplativ handling kan introduceras i Malmö. Idag ökar intresset för pilgrimsvandring såväl som för vandring som friluftsaktivitet. Jag utgår ifrån att det ökande intresset är en del av en större rörelse i vårt samhälle: behovet av återhämtande aktiviteter ökar i takt med att s

The aim of this thesis is to obtain: • How ÅVS- methodology works and is applied. • Identification of the problem and its causes. • A discussion of the results with possible counter measurements. The thesis consists of four main parts: Part 1 -Literature study, Part 2 -Implementation of ÅVS, Part 3 -Interview, Part 4 -Conclusion The traffic analysis of Kalmar roundabout shows that the traffic loa

Sony Mobile has a quite large internal user group with the purpose of investigating the usability of their mobile devices. The Telephony Domain was using among other techniques usability testing to evaluate the usability of their products. The performed conventional usability testing has its limitations e.g. the controlled test environment cannot fully represent real life setting and it’s very exp