The aim of this thesis is to find an efficient simulation method of the Heston model of stochastic volatility to price path dependent derivatives. The volatility process in this model has an exact transition density defined as a scaled non central chi2 density. By implementing classic approaches of approximating the non central chi2 distribution, and modifying Andersen's Quadratic Exponential

Appraisal is assuredly one of the most important archival practices. The decision whether to preserve or destroy a collection of archival material, or parts thereof, has direct implications for multiple societal aspects, including the cultural heritage aspect, citizens’ ability to exercise their civil rights, and access to source material for legal and research purposes. Archival appraisal within

Negative effects on parent-child interaction caused by postnatal anxiety may affect infant developmental outcomes. In this case study a mindfulness intervention for parents with anxiety and their infants was formulated and explored. Two mothers presenting with worry, parental distress and difficulties soothing their infants were included in the study. The study investigated if an eight session min

The use of drugs has increased among young people in Sweden and it is the social workers responsibility to both support and control those who use drugs. According to Swedish law, all illegal drug use is viewed as abuse. However it has been shown that the concept of drug abuse is more complex and that it is not a guarantee that everyone who experiments with drugs will fall into long term use. The p

Syftet med vår studie är att identifiera vilka egenskaper, beteenden och mentala förmågor före detta elitidrottare har utvecklat och tagit med sig från sin aktiva idrottskarriär, och hur dessa påverkat den nya yrkesrollen som ledare. Utifrån en induktiv och kvalitativ ansats har vi genomfört ett flertal casestudier där varje studie representerar en individ. Vi har haft 16 öppna intervjuer som ligg

The performance measurement systems in place within Swedish universities are more developed as compared to Chinese universities. There is a greater need for accountability due to the relatively open Swedish Higher Education system while there is little to motivate Chinese Universities to account for their performance.

Performance measurement system, especially the Balanced Score Card (BSC) is gaining increasing popularity among various kinds of organizations, especially these years more and more non-profit organizations such as: schools, hospitals, labor unions, etc., are putting emphasis on the implementation of performance measure system to improve their practice. It was demonstrated that a great amount of ac

It is difficult to assess and measure IC, and most companies lack extensive disclosure of IC. Meanwhile, theories advocate a higher level of disclosure as it is considered beneficial for companies, investors, and other stakeholders. The purpose of the thesis is to investigate in which industries IC disclosure has effect on market values. Further, we want to keep a theoretical discussion whether th

Syftet har varit att belysa chefsrollens många olika sidor och möjliga innebörd genom en jämförande studie mellan förväntningar på en framtida chefsroll hos sistaårsstudenter och erfarenheter från förstagångschefer i arbetslivet. En kvalitativ datainsamling genom semistrukturerade intervjuer har utförts. Det empiriska materialet har samlats in från studenter i slutfasen av sin utbildning samt från

Sammanfattning Examensarbetets titel: Samhällsengagemang - en strategisk resurs? Seminariedatum: Den 4 juni, 2010 Ämne/kurs: FEK591, Examensarbete magisternivå, 15 poäng Författare: Kristin Gulliksson, Charlotte Kovacs, Malin Laurén Handledare: Per-Hugo Skärvad Fem nyckelord: Corporate Social Responsibility, “strategiskt samhällsengagemang”, välgörenhet, intressenter, kärnkompetens Syfte: Syftet m

The purpose of this thesis is to answer the question: Is the present venture capital firm IC-consideration satisfactory when evaluating investment opportunities? The study is conducted with a deductive approach where a qualitative method is used to find the answer of our purpose. The research design used for this is problem analysis, where we have analyzed the views of a number of respondents thro

This paper seeks to examine the relationship between intellectual capital (IC) elements – human capital, market capital, process capital and renewal capital – and innovation system models (ISMs), on a national level, to determine if specific IC elements have a higher degree of influence in supporting economic competitiveness, and if both IC and ISM mutually influence and reinforce one another. Thr

Ämnet jag vill skriva om och undersöka är hur renovering av miljonprogrammet ser ut ur energisynpunkt. Hur energieffektiviserar man i ett fuktsäkert perspektiv(gällande bl.a VVS-system, el, fönster, väggar, grund, tak, fuktspärr m.m.)? Jag hade tänkt göra energianalyser mha Arkitekt- och Konstruktionshandlingarna för loftgångshusen innan och efter ombyggnad, och se över köldbryggor. Jag kommer äve

Hogia is a development company in the software industry. One of the products they deliver is a web-based portal for the accounting and auditing industry. This portal is a platform for agencies linking communication with their customers. The portal today lacks the ability of notifying customers, for instance via email, when a new event that concerns the customer has been added. This could for examp

This research was inspired from two of the European Union’s development policies: the cluster-approach with the goal of economic growth as well as the cohesion policy aiming for a divergence among the European regions. The paper tries to deal with one of the key-concepts of this policy by looking at the spatial patterns of the knowledge flow from a case study of the Scania life science, to see if

The Migrant Integration Policy Index (MIPEX) rates 28 countries according to best practice performance in areas of migration policies, placing Canada in fifth place and France in the eleventh position. This study seeks to develop and further the MIPEX framework in an economic context, through an examination of labour market integration, labour market integration and public attitudes towards immigr

Seven women with obesity were treated with CBT based strategies for weight loss and weight loss maintenance respectively. Methods included psychological strategies for weight loss developed by Judith Beck. The intervention consisted of ten group sessions. Results were measured by differences in percentage weight loss and BMI, and scores obtained through TFEQ-21 (Three-Factor Eating Questionnaire).

The following paper aims to assess Mongolia’s recent decision to engage in its first issue of sovereign bonds, announced for the fall of 2010. To this end, both a qualitative and a quantitative analysis of the bond characteristics and implications were conducted. The comparative country analysis provides insight into previous activities on the sovereign bond market, and helps estimate the expected

In a social environment, web 2.0 technologies offer significant benefits to enterprises willing to integrate the technology into their business. The most socio-technological systems which have gained much more attention and generated most interest from companies in recent years are blogs, social networking and wikis. However, web 2.0 technologies provide opportunities for companies that are able t

The aim of this paper is to characterize the daily price fundamentals of European Union Allowances (EUAs) traded in the EU Emissions Trading Scheme (ETS) during the period September 2005 - February 2010. We use GARCH model in order to account for changes in volatility. We split our analysis into two periods according to the two phases of the ETS. We disregard the period 02.04.2007 – 11.08.2008, wh