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Closing Time Effects on Derivative Pricing and Risk Measurement

Risk measures such as Value at Risk are highly dependent on a sample of daily returns. The daily return can be measured in different intervals and this thesis examines how the choice of the daily return interval affects derivative pricing, risk measures, fund performance and products with collateral agreements. It is shown that the VaR measure varies significantly with the choice of daily return i

Why the United States' coercive diplomacy against North Korea failed

Coercive diplomacy, applied as a strategy, is constituted by diplomatic negotiations combined with threats of, or the actual use of limited military force, as a way of backing the negotiations. The purpose of this paper is to (1) examine if the United States' attempts from January 2001 until October 2006, to persuade North Korea to disarm and reverse its nuclear weapon programmes, was a case

Simulation of solidification and cooling of a casting product using COMSOL Multiphysics

STYRD KYLNING AV GJUTGODS – ett allt hetare ämne Många industrier står idag inför stora utmaningar angående resurseffektivitet och energi-användning, inte minst de som involverar väldigt energikrävande processer. Metall- och gjuteriindustrin står idag för ungefär 15% av energi-användningen i Sverige. Därför finns det intresse att utreda möjligheterna för att återanvända värme som i dagsläget går tIn this project, the cooling and solidification processes for a Valmet Foundry product have been simulated in order to shorten the cooling time. The study has also been done in cooperation with RISE Swecast in Jönköping, as a part of finding ways to make casting procedures more energy efficient. Another scope of the study is to evaluate how well COMSOL Multiphysics can be used to simulate these ty

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The aim for this study was to examine what expectations parents have on the collaboration with their children’s public school in socio-economically disadvantaged areas in Landskrona and how they experience this collaboration. The aim was also to examine if the collaboration gets influenced by their position in the social class system. Using a phenomenological perspective, the study was based on 12

The Home Office, A New Perspective on Workstation Design

Under Coronapandemin har det jobbats hemma som aldrig förr, aldrig har så många arbetat hemma så länge. Kontorsmöbler har sett väldigt lika ut länge medan världen och tekniken har förändrats. Design för detta måste vara anpassad för de yngre generationerna för att se till framtidens arbetsplats. Tillsammans med Superlab har därför en studie i hur arbetsstationen* i hemmet sett under pandemin och v

Value at Risk - The Square Root Rule

This paper tests the “Square Root Rule” (the SRR), a Basel sanctioned method of scaling 1-day Value At risk to higher time horizons. The SRR has come under serious assault from leading researchers focusing on its week theoretical basis: assuming i.i.d. asset returns. I performed an empirical test of the SRR on the 10-day horizon, the maximum horizon allowed by Basel, comparing SRR performance to d

I Want to Break Myself, When I'm Already Broken : Experiences of Gambling in Relation to a "Rock Bottom" Hypothesis

This study explores narratives about gambling problems and experiences of "rock bottom" through interviews with ten participants. The analysis generated three main themes. In A bumpy road-Plunging toward "rock bottom," participants described hitting "rock bottom" as something to avoid or being dragged there by self-hatred or dedication. In A split existence-Being at the "rock bottom," the experi

Mitt emellan : En undersökning om hur några arabiska unga män förhåller sig till den svenska alkoholkulturen i samband med den arabiska alkoholkulturen

The purpose with our essay is to examine how Arabic young men, with Islamic background, behave to the origin culture of alcohol in relation to the Swedish alcohol culture. To get the information we used a qualitative method. We interviewed young men with Islamic background. Some central questions that character our essay was about the interview person's positions between the different alcohol

Pushing the Online Boolean Matrix-vector Multiplication conjecture off-line and identifying its easy cases

Henzinger et al. posed the so-called Online Boolean Matrix-vector Multiplication (OMv) conjecture and showed that it implies tight hardness results for several basic dynamic or partially dynamic problems [STOC'15]. We first show that the OMv conjecture is implied by a simple off-line conjecture that we call the MvP conjecture. We then show that if the definition of the OMv conjecture is generalizeHenzinger et al. posed the so-called Online Boolean Matrix-vector Multiplication (OMv) conjecture and showed that it implies tight hardness results for several basic dynamic or partially dynamic problems [STOC'15]. We first show that the OMv conjecture is implied by a simple off-line conjecture that we call the MvP conjecture. We then show that if the definition of the OMv conjecture is generalize

Whose Relevance? : Web Search Engines as Multi-sided Relevance Machines

This opinion piece takes Google's response to the so-called COVID-19 infodemic, as a starting point to argue for the need to consider societal relevance as a complement to other types of relevance. The authors maintain that if information science wants to be a discipline at the forefront of research on relevance, search engines, and their use, then the information science research community needs

Roscoe Owen Brady, MD : Remembrances of co-investigators and colleagues

To celebrate the research visions and accomplishments of the late Roscoe O. Brady (1923-2016), remembrance commentaries were requested from several of his postdoctoral research fellows and colleagues. These commentaries not only reflect on the accomplishments of Dr. Brady, but they also share some of the backstories and experiences working in the Brady laboratory. They provide insights and perspec

Competitive Substitution and Electron Transfer in Reactions between Haloamminegold(III) and Halocyanoaurate(III) Complexes and Thiocyanate

SynopsisReduction of gold(III) complexes by thiocyanate takes place via rapid substitutions at gold(III), followed by intramolecular, slower reductive elimination through attack by outer-sphere thiocyanate. A transition state with an S−S interaction between attacking and coordinated thiocyanate is suggested for the redox process.AbstractAbstract ImageKinetics for reactions between thiocyanate and SynopsisReduction of gold(III) complexes by thiocyanate takes place via rapid substitutions at gold(III), followed by intramolecular, slower reductive elimination through attack by outer-sphere thiocyanate. A transition state with an S−S interaction between attacking and coordinated thiocyanate is suggested for the redox process.AbstractAbstract ImageKinetics for reactions between thiocyanate and

Learning and Planning of Situated Resource Bounded Agents

This paper presents an investigation of rational agents that have limited computational resources and that can interact with their environments. We analyse how such agents can combine deductive reasoning using domain knowledge and inductive learning from past experiences, while remaining time-aware in a manner appropriate for beings situated in a dynamic universe. In particular, we consider how th