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To what degree is the VIX benchmark computed by CBOE representative of its definition?

VIX indexet, även kallat "the fear gauge" är världens ledande indikator för framtida volatilitet. Indexet beräknar ett 30 dagars framtida förväntat värde på volatiliteten kring USA’s börs S&P500. Indexet baseras på köp och säljoptioner med S&P500 indexet som underliggande tillgång. Optionerna som används in- nehar två olika löptider som vi kallar för nära och nästa periods-optionThe purpose of this paper is through an empirical approach understand the dynamics of VIX and investigate to what degree the benchmark computed by CBOE is representative of its definition. The method implemented is of a design where one constructs a hypothetical world in which synthetic options data are produced by the Bates-Heston model. This implies an underlying and known volatility with chosen

Data to Insight, A Sense Making Perspective in Business Intelligence and Analytics

Motivation and Objective: This study investigates how analysts generate from data using business intelligence tools. The motivation for study at the premise that organizations are finding it very challenging to gener-ate insights from a vast amount of structured, semi-structured and unstructured data. The ini-tial problem background indicate that this may be because organizations are silo driven,

Meningsskapande i samtiden - en fokusgruppundersökning om vad det innebär att tro på oförklarliga fenomen i ett sekulariserat senmodernt samhälle som Sverige

The aim of this thesis is to survey and map out what it means to believe in unexplainable phenomena, that is phenomena not scientifically explained, in a secular late modern society. The study is explorative and used methods are five focus group interviews supplemented with a questionnaire, performed in southwest of Sweden. Used theories in the inductive analysis to explain belief in unexplainable

Can the native shore crabs (Carcinus maenas) become a barrier to the invasion of the round goby (Neogobius melanostomus) in Öresund, southern Baltic Sea?

The round goby (Neogobius melanostomus) is a non-indigenous species to the Baltic Sea that has drawn the attention of many researchers in the last decade due to its rapid spreading and its impact on the local fauna. With recent concerns about the dispersal of the round goby towards the North Sea, the aim of this study was to determine if the native shore crab could compete with the invaders and pr

Påverkar politikens färg vägen mot den hållbara utvecklingen? - En jämförande studie av tio kommuner

The aim of this thesis is to find out whether the political council in the municipalities is important for the outcome of work towards sustainable development. With increased migration into cities and increasingly major environmental problems, humanity is facing serious consequences if nothing is done. The municipalities in Sweden have great opportunities to reverse the bad trend. I examine ten mu

State Institutionalization of Indigenous Knowledge-Practices of Childbirth: A Critical Exploration of the Dynamics of Authoritative Knowledge in Intercultural Health Policies in Ecuador

This research explores the processes of articulation between indigenous-ancestral knowledge practices of childbirth and the biomedical logic that articulates the field of medicine and state interventions. It unravels the question of: how do government policies in Ecuador construct the discourse around the dynamics between traditional-indigenous childbirth and biomedical interventions, and what imp

Distance estimations by non-linear step length models using accelerometer sensor data from waist-worn smart-phones

This thesis examines the possibility of modelling trajectory and estimating distance during a walk using only a smart phone attached to the waist. Due to GPS not functioning indoors, a navigation system without the need of external communication could be the perfect complement for closed spaces. This thesis considers such a system, where the smart phone contains accelerometer and gyroscope sensors

Immobilization of Calidocellulosiruptor species mediated by chitosan

Caldicellulosiruptor species are regarded as the best microorganisms to produce hydrogen due to their ability to break down many types of sugars and hydrogen yields near the theoretical maximum. The major drawback is their low volumetric hydrogen productivity (QH2), which makes the current process setup economically non-viable. In this study, the natural capability of Caldicellulosiruptor species

#metoo har förskjutit ansvaret och skammen - en intervjustudie om hur kampanjen #metoo har påverkat inställningen till sexuella övergrepp

Denna kvalitativa studie har haft som syfte att förstå hur den globala kampanjen #metoo har påverkat intervjupersonerna och deras inställning till sexuella övergrepp. Avsikten med #metoo har varit att uppmärksamma omfattningen av kvinnors utsatthet för sexuella övergrepp. Tidigare undersökningar och statistik visar på ett stort mörkertal när det kommer till offer för sexuella övergrepp och det är

Wild bees benefit from oilseed rape and other elements in the landscape

Rapsfält – ett överflöd av mat eller en gul öken för vilda bin? Gula rapsfält har blivit en allt vanligare syn under försommaren i Sverige, ett hav av gula blommor rika på både pollen och nektar. Samtidigt går det allt sämre för de vilda bina världen över och många frågar sig om inte raps kan tänkas hjälpa de vilda bina på traven att förhindra att bina blir ännu färre. För utan bin förlorar vi enPollinators are important for both the agricultural landscape and natural areas, but currently many pollinator groups are declining. Pollinators have a strong relationship with plants, which humans long have benefited from. Nowadays, 35 % percent of the human food production somehow relies on animal pollination. Therefore, unravel the details about crop pollination and its relationship to differen

Critical factors for shelf life prediction of commercial fruit product

The study was carried out to identify critical factors for processed fruit shelf life in Tetra Recart packages. To investigate the importance of package volume and headspace volume, vitamin C was chosen to be the indicator. Oxygen in headspace, headspace volume, dissolved oxygen in product, oxygen transmission rate (OTR) and the concentration of vitamin C along storage time were measured to unders

Investigation of growth modes of the lithoautotrophic bacterium Cupriavidus necator

The microorganism Cupriavidus necator is a very interesting bacterium that has been established as a model microorganism for its capability to produce polyhydroxyalkanoates, more specifically polyhydroxybutyrate (PHB), a potential precursor/raw material for bioplastics. Lately, the scientific community has raised interest in the chemolithoautotrophic nature of C. necator as it can be grown using C

Swedish trade during the Scandinavian Monetary Union

The effects of monetary union on the trade of member countries have been debated. Economists have suggested that monetary unions can significantly increase trade with other member countries in the monetary union and even outside it. This thesis investigates the Swedish membership in the Scandinavian Monetary Union (SMU) from 1875-1910. Using collected data and a tailor made data set on the bilater

My preferable workplace - A quantitative study about what HR-students find attractive in a coming employer and possible difference between gender and level of extroversion

Syftet med detta arbete var att med utgångspunkt i teori rörande employer branding, personlighetsdraget extraversion och könsskillnader undersöka hur viktiga olika aspekter av employer branding anses vara. En kvantitativ studie utfördes för att undersöka detta. Datainsamling från sammanlagt 87 deltagare som alla studerar Personal- och arbetslivsfrågor vid Lunds Universitet, analyserades avseende gThe purpose of this study was to, with basis in theory regarding employer branding, the personality trait of extroversion and gender differences examine the perceived importance of different aspects of employer branding. A quantitative study that included a questionnaire was made to investigate this phenomenon. Data acquisition from a total of 87 participants, who all currently study the Human Res

Platform Thinking: Considerations for establishing third-party developer-centric ecosystems

There has been a dramatic growth in organizations aiming to leverage the power of platform business models and capture the vast amounts of value stemming from external innovation. Thus, actors are required to open up their innovation processes to third-party developers, and make sure these external resources are incentivized to both enter and remain in the ecosystem. So far, there has been a limit

Comparative Evaluation of Membrane Based Condensate Treatment Systems for Biomass-fired CHP Plants

Biomass-fired combined heat and power (CHP) plants in Sweden are usually equipped with a flue gas condenser, where the flue gas is sprayed with water which absorbs contaminants and makes the flue gas meet emission restrictions. This results in a contaminated condensate that has to be treated to be discharged or re-used in the plant. This can be done in various ways, but at the moment the interest