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Valuation of spread options using the fast Fourier transform under stochastic volatility and jump diffusion models

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

Spara tid eller spara pengar

Various research within the field of behavioral economics have proven payment mechanisms to be affecting consumer behavior, giving rise to the question what kind of impact different shopping methods may have. This paper investigates consumer behavior with two different approaches. The first approach is comparing self scanning consumers with consumers using traditional cashier check out, and the se

The Next Frontier of Corporate Social Responsibility: Discovering Consumer Expectations

Corporate Social Responsibility (CSR) is a broad area of management study and practice that has become increasingly important for business practitioners and academics alike. While the majority of authors who have written on the subject, including ourselves, are proponents of CSR in general, there is an emerging viewpoint that it is simply not enough for corporations to singlehandedly address CSR t

Är den fria rörligheten fri för alla? Samkönade relationer och den fria rörligheten inom EU

The free movement of people is one of the basic principles within the EU and shall also apply to family members. Family law is governed nationally and is not a part of the EU legislative competence. This results in different family laws between member states. Complications arise since some of the EU member states recognize same-sex marriage while other member states do not. In member states where

Changing Patterns of Foreign Direct Investments - A Comparative Study of Chinese Investment Behavior in Sub-Saharan Africa

In the light of changing global foreign direct investment (FDI) patterns, economic research has started to pay an increasing amount of attention to China as one of the new main investor countries, and emphasize the implications of this in the world economy. This thesis examines Chinese FDI flows and investor behavior in Sub-Saharan Africa (SSA), and relates this to the academic debate surrounding

Företagsbesiktning – En analys av företagsbesiktningens rättsverkningar

Begreppet due diligence är i svenskt näringsliv synonymt med företagsbesiktning. Som företeelse är det en procedur för att genomlysa ett målbolags ekonomiska ställning och andra förhållanden. Företagsbesiktningen är således ett viktigt instrument för att skaffa sig kunskap om inneboende risker i målbolaget samt för att identifiera risker med förvärvet i stort. Besiktningen ger köparen ett bra beslThe concept of due diligence in the Swedish business sector is synonymous with "company inspection." It is legitimately a procedure for examining the financial position and other circumstances of a company. The company inspection is a significant instrument for acquiring knowledge of inherent risks in the offeree company, and for identifying risks with the acquisition in general. The con

Liv eller hälsa - En undersökning av skyddsombudens stoppningsrätt vid psykosociala arbetsmiljöproblem

Arbetsmiljölagen är en generellt formulerad ramlag som tillkom på 1970-talet. I det moderna arbetslivet har många av de arbetsmiljörelaterade problem som kan uppstå ändrat karaktär och skaderisken flyttas mer och mer från den fysiska till den psykosociala arbetsmiljön. I takt med att denna utveckling sker uppstår behovet av att göra nya tolkningar av hur lagen ska appliceras. Den här uppsatsen undThe Work Environment Act is formulated in general terms and originates from the 1970s. In the modern work life many of the work environment related problems that can emerge has changed in character, and the risk of injury has changed from the physical to the psychosocial work environment. As this development takes place the need for new interpretations on how the Act should be applied occurs. This

Minns du vad du kommer ihåg? Kontextens påverkan på eventsegmentering och dess samband med depression

Studien avsåg undersöka hur kontext påverkade eventsegmentering och minnesbaserad, temporal bedömning. Vidare undersöktes samband mellan psykiskt mående och förmåga till eventsegmentering. Ett datoriserat minnestest användes för att utforska hur kontext påverkade upplevelsen av temporal närhet mellan två objekt. Objekten hade tidigare presenterats med antingen samma kontext, två olika kontexter elThe study intended to examine how context influenced event segmentation and memory based, temporal estimation. Furthermore the study explored correlation between mental illness and event segmentation. A computerized memory test was conducted to investigate how the contexts influenced the estimation of temporal proximity between two objects. The objects were presented with either same context, two

The Environmental Kuznets Curve: Examining the relationship between income and technology-adjusted consumption-based CO2 emissions

This study aims to investigate whether countries succeed to reduce their contribution to global emissions when countries reach higher levels of income. As a result of rapid changes in international trade, a country’s emission responsibility goes beyond national borders, which should be adequately captured in their carbon footprint. This study discusses that the two conventional accounting measures

Har alla elever möjlighet att lyckas? : En kvalitativ studie om hur lärare beskriver sitt tolkningsutrymme av kunskapskraven

Author: Jessica HauschildtTitle:Have all students the opportunity to succeed? -a qualitative study on how teachers disclosestheir interpretation space of the knowledge requirements[translate]Supervisor:Maria Bangura Arvidsson The purpose of the paper was to investigate whether there were similarities and differences between how teachers described their interpretation space of the knowledge requir

Solid Waste Management in Ulaanbaatar, Mongolia

Solid waste management has been topic of discussion in urban areas of many developing countries. Even though it is necessary to focus on institutional and technical factors when it comes to waste management, individual’s attitudes and perceptions are crucial to maintain proper practices to manage household waste. While the role and impact of individual’s attitudes and perceptions in household wast

Åtgärder mot kusterosion i Skåne, samt en fallstudie av erosionsskydden i Löderup, Ystad kommun

Sammanfattning: Denna studie syftar till att undersöka vilka åtgärder som kan vidtas för att hantera problematik med kusterosion i Skåne. Målet är att fastställa vilka alternativ som finns vid val av erosionsskydd och hur de olika typerna fungerar. För att uppfylla syftet genomfördes en litteraturstudie av böcker, artiklar och elektroniska källor. Denna kompletterades med fältstudier vid Löderup sAbstract: The aim of this study is to investigate which measures that can be used to handle coastal erosion in Scania, southern Sweden. The purpose is to determine which alternatives that exist when choosing between different kinds of coastal protection and how these methods work. A literature review, including books, articles and electronic sources, was conducted. This was complemented with a fie

Prototyping a PEG-based compiler

När en kompilator optimerar programkod så är det typiska tillvägagångssättet att applicera en sekvens av transformationer på den ursprungliga koden. Den slutgiltiga prestandan kan försämras om ordningen på den sekvensen inte är optimal. För att komma runt det här problemet har jag undersökt ett kompileringssätt baserat på Program Expression Graphs (PEGs), och utvecklat ett tillägg till ARMs existeCompiler optimizations are typically implemented as a sequence of trans- formations, applied to some representation of source code. The problem of ordering these transformations in an optimal way is commonly referred to as the phase-ordering problem. Program Expressions Graphs (PEGs) are a code representation designed to get around this problem, by deferring the decision of which optimizations to

Crafting the virtual self: A netnographic study of artisan chocolate consumption practices on Instagram

This thesis addresses the lack of consideration of Instagram as an online brand community. The aim is to explore consumption activities and motives regarding the artisan food brand on Instagram. It also seeks to investigate the idea of craft products and its influence on consumers' consumption choices and activities, including the concept of craft consumption. A netnographic approach is the ma

Musikundervisning för nyanlända elever på språkintroduktionsprogrammet- en studie om musiklärares didaktiska förhållningssätt i mötet med språkintroduktionselever i musikklassrummet

I och med min utbildning till lärare i musik- och svenska som andraspråk vill jag låta dessa ämnesområden sammanfläta i mitt examensarbete. I och med den flyktingström som påverkat hela vårt land har skolsituationen i Sverige förändrats. Antalet nyanlända elever i skolan har ökat och många av dem ska få undervisning i musik. Detta är ett uppdrag som musiklärare inte varit beredda på. Därför är syfIn my education, to be a teacher in music and Swedish as a second language, I want these subjects intertwine in my degree project. With increase of refugees in our country, the school situation has changed. The number of new arrivals in school has increased and many of them will be taught in music. This is an assignment that music teacher has not been prepared for. Therefore, the aim of the study

”Alla ska prata med oss liksom inte om oss” : En kvalitativ undersökning om ensamkommande ungdomars resurser och upplevelser av delaktighet och självbestämmande.

The intention of this study was to investigate how individuals who arrived to Sweden as unaccompanied children perceived their possibilities of using their strengths to achieve participation and autonomy. The questions posed in the essay aimed to capture the indivi-duals’ experiences of how their participation and autonomy were affected by their abilities, needs and preconditions. The results of t

Går det att tolerera en oliktänkande vän? - Betydelsen av kön och självkonstruktion för tolerans mot nära vänner

Syftet med denna studie var att undersöka relationen mellan män och kvinnors interdependence, det vill säga deras prioritering av nära relationer eller grupprelationer, samt nivå av tolerans mot en oliktänkande vän. För att göra detta skapades och distribuerades en enkät till universitetsstudenter vid olika lärosäten i Sverige. Enkäten bestod av frågor om deltagarnas prioritering av sociala relati