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A Fourier approach to valuating derivative assets

This paper valuates two different financial contracts, the European Call and the Spread option using the Fourier transform. In the European Call case the underlying asset is modelled by the geometric Brownian motion stochastic differential equation. All necessary conditions in order for the transform to exists are examined and it turns out that the payoff needs to be scaled by an exponential facto

Bulk properties of intrinsically disordered proteins

I människokroppen sker hela tiden viktiga processer, flera av dem på cellnivå. Dessa cellulära processer innefattar bland annat celldelning, där nya celler skapas, reparation av DNA, samt när cellerna upptar näring från maten vi äter. En viktig reaktion för att dessa processer ska fungera är fosforylering av molekyler. Det innebär att en fosforylgrupp sätts fast på en molekyl. Detta är extra viktiThe aim of this thesis was to study how the structure and the electrostatic interactions within the chain of α-casein are affected by phosphorylations and the ionic strength of the buffer. To do so, Small Angle X-ray Scattering measurements together with Circular Dichorism measurements were used to experimentally determine the stucture of α-casein. The theoretical model was then adjusted to fit th

Volatility Forecasting An Empirical Study on Bitcoin Using Garch and Stochastic Volatility models

Cryptocurrencies are on the rise, with new financial assets, new frameworks need to be developed. This thesis sets out to the examine the GARCH(1,1), the bivariate-BEKK(1,1), and the Standard stochastic volatility model’s volatility forecasting performance on BTC/USD, where the bivariate model is estimated on both BTC/USD and ETH/USD closing price data. Furthermore, three loss functions are used t

Do Air-Traffic passengers make rational decisions when purchasing ancillary services? - A behavioural economic analysis -

The sale of ancillary services has become an important source of revenue for modern airlines. However, no research has yet been done on the purchasing behaviour of air-traffic passengers. Therefore, the aim of this empirical study is to analyse if passengers behave rationally when purchasing ancillary services or if their preferences can be manipulated by framing effects. To answer the research qu

Hållbart livslångt lärande i diskretionärt arbetsliv - en studie av yrkesverksammas reella villkor för lärande i kunskapsintensiva storföretag

Hög efterfrågan på kompetensutveckling speglar behovet av kunskap och livslångt lärande i företag idag. Lärosätena har en central roll i samhället som utbildare, kan de stödja yrkesverksammas livslånga lärande i diskretionärt arbete på ett hållbart sätt? Studiens syfte är att bidra med kunskap om de reella villkoren för att ägna sig åt livslångt lärande. Studiens resultat avser bidra gällande övThe high demand for professional training reflects the need for knowledge and recurrent learning in organisations today. Universities play an important role in society as a long-term provider of education and professional training. How can institutions of higher education contribute to the increasing need for knowledge and learning in society through supporting sustainable lifelong learning at wor

Psykologer om PMDS - beredskap att upptäcka, diagnostisera och behandla

Svenska psykologers beredskap och vilja att upptäcka, diagnostisera, informera och behandla patienter med diagnosen premenstruellt dysforiskt syndrom (PMDS) undersöktes genom en webbaserad enkätundersökning som besvarades av 123 personer rekryterade via internetforumet Facebook. Respondenterna svarade på frågor om sin upplevda kunskap, erfarenhet och attityd gällande PMDS, samt hur de förhöll sig Swedish psychologists’ preparedness and willingness to detect, diagnose, inform and treat patients diagnosed with premenstrual dysphoric syndrome (PMDD) was studied using a web-based survey answered by 123 people recruited via Facebook. The respondents answered questions about their knowledge, experience and attitude regarding PMDD, and their approach to diagnosis and treatment of PMDD. The result

Investigating phenological trends in the summer flowering perennial Scorzoneroides autumnalis (Asteraceae) using herbarium specimens

As the climate warms, the timing of plant phenology around the world is changing in response. Herbarium records offer a wealth of data that can be used to analyze phenological trends over time. While much research has been done on early spring flowering species, there is still a dearth of knowledge of climate change effects on summer and autumn flowering species. This study uses herbarium data to

Konsumenters mobila köpprocesser

I ett samhälle där mobiltelefoner utgör en allt större del av vår vardag och där e-handeln ständigt utvecklas, tenderar konsumenter att använda mobiltelefoner som shoppingkanal. I denna studie undersöks hur konsumenters köpintentioner påverkas av externa faktorer i den mobila köpprocessen. Syftet är att få djupare kunskap om konsumenters köpintentioner och köpprocess vid köp som i sin helhet genom

Is the local fish fauna affecting the diversity and density of Fucus-associated invertebrate fauna?

It is generally considered that the brackish Baltic Sea has relatively low biodiversity levels of both fish and invertebrate fauna, compared to the more saline waters of Kattegat and Skagerrak on the Swedish west coast. However, a trend has been noticed, showing higher biodiversity and biomass levels of Fucus-associated fauna on the east coast of Scania, i.e. within the Baltic Sea, compared to the

Influence of fear on the behavioural decisions of common roach (rutilus rutilus)

Under predation risk, a trade-off between the need for safety and foraging opportunity occurs. Fish have been shown to adopt several behavioural strategies in order to reduce the risk of being attacked by a predator. In order to deeper investigate this phenomenon, in the present study common roach (Rutilus rutilus) behavioural personalities have been assessed under laboratory conditions and in the

Modeling of the immune response during virus infection of the human respiratory tract

In this master thesis a temporal model of the dynamics between virus and the immune system during a HRV infection was developed. The model was utilized to achieve numerical estimates for parameters governing the mechanisms in the immune system. Through a sensitivity analysis the interplay between different cells in the model was examined. The reliability of the parameter estimates were evaluated t

Aktivitetsbaserat kontor -­ hur sker kommunikationen?

Den här studien har undersökt hur den formella och informella kommunikationen sker i ett aktivitetsbaserat kontor samt vilken roll digitala verktyg har i ett aktivitetsbaserat kontor, vilket i sin tur påverkar internkommunikationen. Med ett hermeneutiskt förhållningssätt har elva kvalitativa intervjuer med medarbetare från olika avdelningar på ett svenskt telekombolag genomförts. Resultatet visar

Using herbarium data to study impact of climate change on flowering phenology and hybridization potential of closely related plant species

Considerable attention has been devoted to assessing the biological consequences of global warming during the past decades. Phenological events in plants, especially onset of flowering, has generally been observed to advance with rising temperature. However, phenology research is often restricted to short time periods because of limited data availability. Collection of flowering data from herbariu

Regime Legitimacy in Troubled Waters: To What Extent Does Inequality Influence Trust in Political Institutions in Thailand (2002-2016)?

Thailand ranks not only among the world’s most unequal societies but is also a unique case regarding political instability. Along many recent legitimacy crises, contributing to the country’s instability, it turned out that Thailand mostly lacks specific support for regime institutions, as diffuse support for the national community is rather stable. This study intends to bridge a gap in the literat

Akerselva The Right Side of The Brain

Oslo has until now been divided into the west and east, separated by categories of economic and social class as well as a physical barrier, the river, Akerselva. The west predominantly represents people of middle to upper class, whereas the east represents the middle to lower class people. This division has been formed throughout history, as the river that separates Oslo has been home to industry,

Relationship between Shear-Wave Velocity and Consolidation Parameters of Peat

There is a need of developing methods for evaluating material parameters for peat. It is hard and costly to obtain undisturbed samples for laboratory testing of the peat. Therefore, in this thesis the possibility of using in situ measurements of the shear wave velocity for first order estimates of the consolidation parameters has been investigated. In earlier work, relationships have been found be

Does High-Frequency Trading Affect Stock Market Predictability?

In this paper, it is investigated whether High-Frequency Trading has an impact on the stock market predictability or not, using nine different Autoregressive moving average models forecasts are generated. Thenceforth, ordinary least squares are used to regress the variance of the forecasting errors with High-Frequency Trading as an explanatory variable in order to see if it has any form of impact.

“…and they lived happily ever after”? Commercial Retirement in an Early Modern Hospital in Regensburg, 1649-1809

The way how retirement is organized in a society is linked to multiple basic social processes such as the evolution of family ties, migration or inheritance. Intra-familial care and charity dominate our view of retirement in the pre-industrial past, while commercial arrangements hardly play a role. This thesis delivers a case study on how the commercial retirement home of St. Catherine’s Hospital

The Ebb and Flow of Sino-North Korean Relations: A Prospect Theory Analysis of Chinese Behavior Towards North Korea During the Years of 2006-2017

This thesis has sought to understand what has governed China’s behavior towards North Korea along with what keeps China aligned with North Korea, how the US is influencing Sino-North Korean relations and if China has been increasingly critical of North Korea in the light of its nuclear tests in 2006, 2009, 2013, 2016, 2017, the sinking of the Cheonan and the shelling of Yeonpyeong Island. A theore

‘’We are the Floating Ones, you know.’’ Male Migrant Workers and Family Transformation in China

This thesis explores whether and how rural-to-urban migration alters the Chinese migrant family in the case of divided rural households of 10 male migrant workers. The study relied on in-depth semi-structured interviews with married men, who are fathers, husbands and sons, and who are currently working on construction sites in Beijing. Drawing on Lusher & Robins’(2009) theory of masculinity, t