Value-at-Risk (VaR) is among financial institutions a commonly used tool for measuring market risk. Several methods to calculate VaR exists and different implementations often results in different VaR forecasts. An interesting implementation is historical simulation, and the purpose of this thesis is to examine whether historical simulation with dynamic volatility updating is useful as a model to calculate VaR and how this differs in regard to type of asset or instrument. To carry out the investigation six different models are implemented, which then are tested for statistical accuracy through Christoffersens test. We find that incorporation of volatility updating into the historical simulation method in many cases improves the model.

Developed model for easier animal welfare assessment- with examples from dairy cows in loose housingAnimals in captivity are completely dependent on human care. If captive animals are prevented from exhibiting their natural behavior, they may suffer. Animal welfare inspectors, who insure that the animal welfare legislation is followed, use a checklist to assess the situation in the husbandry. This checklist contains only two levels of assessment, which may result in a lack of detail in the assessment of the husbandry. The objective of this report was to develop a more detailed model that provides an overview of the situation in husbandry.

Due to the forest industry downsizing, many communities in rural forest regions in Canada and Sweden are facing problems to survive. In order to create community sustainability, resilience and well-being in remote forest regions, the view on the forest resources has shifted towards multiple use, through the concept of sustainable forest management (SFM). Beside the economic and ecological elements of sustainability, the social forest values are needed, contributing to the human well-being, local participation, stakeholder collaboration, human rights and cultural connection. In this thesis the embodiment of the social component of SFM within Prince Albert Model Forest (Canada), and Vilhelmina Model Forest (Sweden) will be examined. Being partners and facing similar challenges as rural boreal forest regions, the two model forests are compared through analysis of projects and activities, conducted interviews and organization documents. Looking at projects mentioned as successful by the interviewees, they all have elements from the social values of SFM. The direction can be explained by the introduction of the Forest Communities Program in Canada, demanding the Model Forests to work towards community stability and resilience, the Model Forest organization concept itself and the way global focus are increasing around social forest values. In the future, it may be important that the role of the MFs enable some kind of political authorization and legitimacy in order to improve conflict solving and indigenous rights equality.

Making accurate predictions of private consumption expenditures is a difficult task. This thesis examines if consumer confidence can be used to forecast consumption. Using regression analysis, the link between consumer confidence and private consumption expenditures is analyzed for Sweden between the years 1994 and 2005. Two different models are estimated. In the first model consumption is regressed only on consumer confidence, while model two is extended to contain more variables.

During the past few years a vast amount of research has been done to increase the understanding of the complex ecosystem of the Baltic Sea. Modelling and simulations are important tools to increase knowledge of the system. A suitable model must be simple to use and the parameters and variables needed in the model must be easy to access.In this paper a dynamical mass-balance model, CoastMab, which is validated for smaller coastal areas, has been used to predict concentrations and transports of phosphorus in three large coastal areas - the Gulf of Finland, the Gulf of Gdansk and the Gulf of Riga. CoastMab uses ordinary differential equations to regulate inflow, outflow and internal flows. To reflect seasonal variations in temperature and different types of flows the model has a temporal resolution of a month.

The mobile revolution is here to stay, and today most people have (at least) one cell phone at home. Some even a PDA (Personal Digital Assistant)as a complement for the simpler tasks at the office, e.g sending e-mail, word processing, browsing the Internet etc. Many business have also given the employees the opportunity to do some of the business tasks inbetweeen customer visits with the help from a cell phone or PDA.Despite all this, the so called Internet connected mobile revolution is often mentioned as a big failure. Maybe because the people in general tended not to use the new technology as much as the companies predicted. This could be because they still haven't learned how it works, or just don't seem to have the need for services provided.After a couple of failures in the development process, almost every cell phone has support for mobile Internet today.

Hanterbara båtar is a new company who builds alumina boats customized for people in wheelchairs. Due to the fact that the company only built two boats yet, the production documentation is not complete. The drawing that does exist is not in an exact standard which makes production planning harder.The purpose of this work has been to make the production of the boat easier and simplify further development and modification. Product development in the form of optimizing details is also one of the main purpose of this work.This is all done by making a 3D-assembly of all the existing drawings. After this is done new drawings will be made and added to the main assembly.

Syftet med studien var att få en djupare inblick i hur ensemblepedagoger ser på Time samt hur de didaktiskt arbetade med detta. Vi avsåg att få djupare inblick i olika förhållningssätt som ensemblepedagoger kan ha till Time i en undervisningssituation, samt vad begreppet Time innebär. Studien har sin teoretiska utgångspunkt i ett sociokulturellt perspektiv med fokus på hur människor använder olika redskap för att kommunicera med sin omgivning.Vi anser att vi har fått en bredare ingång i ämnet genom att alla pedagoger spelar olika instrument. Den gemensamma faktorn är att de undervisar i ensemble på folkhögskola. I undersökningen använder vi oss av den kvalitativa forskningsintervjun för att söka svar på våra frågor.

The Working Hours Act regulates the working time conditions and together with the Working Time Directive of EU both acts aim to protect the workers. However, with The Swedish Model it is possible to diverge from the law-regulations by collective agreement by the parts of the Swedish labor market. The purpose of this thesis is to examine the national and international law regulations and further on study a few selected Swedish central collective agreements to discover in which extension deviation from the law occur. The sections of the Working Hours Act?s that has been investigated is ordinary working time, daily rest, weekly rest periods, breaks and maximum weekly working time.

The ISO standard ISO/IEC 17799/SS-627799-2 is a guidance for organizations to realize their information security goals. In spite of this standard, studies show flaws regarding information security in organizations. In particular flaws regarding overall view, knowledge and clear roles and responsibilities have been observed. The ISIT (Information Security Integrated Three level) model and its guidelines, developed in this thesis, help organizations to identify the required processes and procedures as well as the logical process flow. The thesis is based on theoretical studies and a case study within a multinational company.

This report is the result of a case study at Peltor AB during the spring semester of 2007. The task Peltor gave us was to improve the delivery accuracy and to lower the high finical value of delayed orders (backorder), and to divide the products into logical groups. The logical group will be a useful tool to remain a high level of service. If the level of service increases the company will be more competitive.The electronic department at Peltor has problems with delayed orders. According to Peltor, the problem is based on delivery lead time which is presumed.To increase the delivery accuracy, a lead time analysis is made to find the accumulated delivery lead times for each product.

This thesis project focuses on the need for better tools for analyzing competition for forest fuels in Sweden, in particular how policy measures may influence the market and involved actors in different regions of Sweden. Raw materials from the forest have for long constituted important inputs in the Swedish forest industry. Today some of these raw materials are increasingly used as inputs also in bioenergy production, largely driven by bioenergy promoting policies, and there are signs of increased competition for forest fuels which may have various and uncertain effects on the industries in question. The thesis project explores the possibilities to adapt previously used forest sector equilibrium models into a new model suitable for analysis of Swedish forest fuel markets, called the Swedish Forest Sector Trade Model (SFSTM). The approach takes into account regional differences in supply and demand for 23 types of products produced and/or used by eight types of producers, plus consumers, in five different regions (four Swedish and one international).

This thesis deals with tactics for information seeking in electronic databases. An important aspect is knowledge of the relative value of different subject access points. The method used here is literature studies. Nineteen empirical studies are described and analysed with the purpose to compare the relative value of different subject access points. The studies examined compare the relative value of subject access points in relation to each other or in relation to different scientific disciplines.

In the thesis we have shown that it is possible with current technology, to buildneighborhoods that are largely self-sufficient. We have obtained some information aboutongoing work in the field of energy efficient buildings and active house which we have usedto develop a model. The feasibility study for Ranagård we have e.g been forced tofollow laws on groundwater covered, resulting in the construction of basements for singlefamilyhome is not possible. The model that we have built up overtime has been the central part of the work. The model illustrates very well what an activehouse neighborhood means and potential of such an area.

How accessible is the city? Is there more factors than merely the strictly physical that affect how accessible the city is perceived? These questions are the starting point of this study. The greatest emphasis, in this study, is placed on the perceived parameters that affect us humans when we move in our cities. Experiences and internal images can change our behaviour and prevent free movement in the city. The result from this study shows that a city can not be seen as fully accessible unless both the physical and the perceived accessibility are fulfilled.