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In this paper we address a sensitivity problem with financial applications. Namely the study of price variations of different contingent claims in the Black-Scholes model due to changes in volatility. This study needs an extension of the classical Vega index, i.e. the price derivative with respect to the constant volatility, which we call the local Vega index (lvi). This index measures the importa
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Under det senaste decenniet har mångfaldsbegreppet gjort sitt inträde i den svenska samhällsdebatten. Begreppet kan definieras på en rad olika sätt: i denna avhandling står den etniska aspekten i fokus. Mångfaldsidén är nära förknippad med en rad olika samhällstrender av betydelse såsom demografisk förändring, ekonomisk strukturomvandling, organisationsförändring och debatten om diskriminering och
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The quasi-stationary state characterizing the saturation of a single-pass free-electron laser is governed by the Vlasov equation obtained by performing the continuum limit of the Colson-Bonifacio model. By means of a statistical treatment, this approach allows to predict analytically the saturated laser intensity as well as the final electron-beam energy distribution. In this paper we consider the
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In recent years the number of disorders known to affect amino acid synthesis has grown rapidly. Nor is it just the number of disorders that has increased: the associated clinical phenotypes have also expanded spectacularly, primarily due to the advances of next generation sequencing diagnostics. In contrast to the “classical” inborn errors of metabolism in catabolic pathways, in which elevated lev
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Serine deficiency disorders are rare defects in the biosynthesis of the amino acid L-serine. At present two disorders have been reported: 3-phosphoglycerate dehydrogenase deficiency and 3-phosphoserine phosphatase deficiency. These enzyme defects lead to severe neurological symptoms such as congenital microcephaly and severe psychomotor retardation and in addition in patients with 3-phosphoglycera