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.

In early January 2010 the authors participated in a meeting with the chief engineer for a company in which a central part is manufacturing of printed circuit boards (PCB). At this meeting it emerged that the machinery and production methods have changed substantially since the early 1990's. The spreadsheet for preliminary production time calculations by the company is today based on conditions from almost 20 years ago. The company has over the years been trying to adjust the spreadsheet template. The result of these adjustments has filled it with historical residue, something which makes the template difficult and time consuming when the primary user tries to handle it.The purpose of this study was to help the company increase its Accuracy in the representation of the production times for the different PCB-based products by developing a new costing model based on an already existing but inadequate spreadsheet template. The company also expressed the wish that the new costing model would be less time consuming to work with.The methods used to achieve the goal are interviewing, participatory observations and meetings with relevant persons. The data obtained were analyzed using the theory on PCB production and visualization of data.

AbstractIn this thesis we aim to extend the current theories about a concept called persona. A persona is a model of a user, mostly based on qualitative research and made with such Accuracy that it to some extent can be used as a replacement of a real user in a development process and as a communicative tool. We will present a way of constructing this persona without meeting the actual users and follow up with interviews from the organization using them. This will lead to a model over the process of introducing personas as a concept in an organization,previously not familiar with the concept. The model is adapted to also work for projects and organizations where the concept is already known..

Nimo Verken AB is the leading producer in the Scandinavia of drying cabinets. The construction has, with small changes, been the same since the 70s with a thermostat and a timer as controlling system. There was a wish to develop a modern cabinet which showed remaining time on a display and with energy saving functions.In this report we go through how it is possible to implement a digital controlling system, where remaining time is shown on a display and where it is possible to choose a preset ?program?.The report first presents the fundamental theory for a PIC, where we describe the different registers, how interrupts are handled, the internal clock function and how data is sent to control the different parts of the construction.Next the report presents and describes the new hardware that is needed, such as the encoder, the temperature sensor and the display.After the theory we describe how the program in the PIC may be drafted. Last in the report we have the result of the tests of the temperature variations and the Accuracy of the time..

Two different methods for measuring biogas production were used, gas meter and gasbags. The gas meters were electronic and counted each time a certain gasvolume passed through them. The gasbags collected the gas that hade passed through the gas meter until a manual measuring could be done. The two different methods gave the same result for a volume at three liters but for a volume around 0,2 liters they did not. Accuracy and precision for the gasbags was more exact than for the gas meters even if the method was difficult with a lot of different elements that could affect the result.

The thesis work of 15 credits has been performed to interest of Norrtälje ElektronikPartner AB (NEP) in Norrtälje. The aim of the thesis was to develop a prototype for an integrated digital multimeter, designed for one of NEP's proprietary test systems. A digital multimeter module according to NEP's requirement specification, such as physical size and Accuracy should be constructed. The module should be able to measure current, voltage and resistance.The final circuit was based on the chosen analog to digital-converter, Maxim integrated´s Max134, which is the main component of the circuit for this instrument. A circuit diagram and PCB layout were made. The result of this project is a constructed DMM board.

Storm water management has become a more important matter as urban areas are expanding and natural areas are being exploited. As nature landscapes are being converted into hard surface areas storm water flow is affected both in terms of velocity and size. A flow increase can easily result in a flooding if the dimensions of the pipeline system are inadequate. Considering predicted upcoming climate changes, flooding?s may become more common in urban areas in the future.

In today?s archaeology there?s a growing need for non-invasive prospection methods. However there?s a methodological gap and what?s missing is a method for locating human bones. In this study a specially trained German shepherd is put through scientific tests determining how good the dog is at telling the different between the scent of human and animal bones.

The purpose of this thesis was to investigate different methods do measure velocity of pistons in pneumatic cylinders at Bosch Rexroth Teknik AB. Through information of velocity the adjustment of a cylinders damping can be done easier.A future transducer will be used by salesmen, service personnel and customers. This requires a sensor that is easy to apply and use. It is also desirable that the sensor is cheap. A number of possible methods to measure velocity have been presented.

The problem presented in this report is that of finding a method to calculate the lift force from a single-element airfoil of arbitrary shape. A number of restrictions are used in order to simplify calculations while retaining reasonable Accuracy. The problem is solved for the two-dimensional case only and no finite-wing effects are taken into account. Furthermore, inviscid and incompressible flow is assumed. The method used to solve the problem is the vortex panel method, with vortex singularities distributed over simplified airfoil geometry.

W. Ickes, L. Stinson, V, Bisonette och S. Garcia (1990) standard stimulus paradigm är en metod för att mäta avläsning av en individs tankar och känslor. För att undersöka tjejer och killars empatiska avläsningsförmåga testades gymnasieelever med Ickes metod.

Syftet med denna studie var att studera möjligheten att bedöma korrekthet i vittnens utsagor beroende av deltagarnas grupptillhörighet. I studien ingick 120 deltagare som antingen fick se en film med vittnesmål från fyra vittnen med enstaka centrala meningar eller läsa en text med samma meningar. De viktigaste mätningarna i denna studie gjordes efter signal detection theory (SDT). Resultaten visade att deltagarna inte skattade mycket över slumpnivå och ofta till och med under slumpnivå i sina bedömningar. I en hopslagning av betingelserna (text/film) visade analyserna att män generellt var signifikant sämre än kvinnorna på att bedöma vittnesmål, men att kvinnorna gör fler falska alarm än männen i bedömningen av textversionen.  De funna könsskillnaderna i hur vittnesmål bedöms diskuterades..

Development and Accuracy tests of advanced exchange trading systems require well adjusted tools for testing. Aptness of these tools are probable to have a major impact on identification of bugs and verification of new functionality. Identifying erroneous parts and bottlenecks of the trading system is of outmost importance for the exchange as a whole since stability and correctness are two of the determinant factors its viability is measured by. This paper covers how this test-tool was created and the motivation behind the design choices made. The tool was created with the goal to be broad enough to cover the majority of cases that could arise, fast enough to be able to test the trading systems speed limitations (i.e.

Previous studies have shown that there is a relationship between voluntary disclosure and analysts' forecast Accuracy. However, there has been no research conducted specifically on bridges. Bridges contain information on how components such as price, volume, foreign exchange rates and acquisitions have impacted the financial performance between two periods. The main purpose of this thesis is to investigate the usage of bridges in quarterly financial information of companies listed on Nasdaq Stockholm. We provide a descriptive mapping of bridges and find that 30 out of 268 companies are presenting bridges as a part of their voluntary disclosures, with large firms being the most frequent users.

The purpose of this study is to learn about educationalists´ apprehensions and their experiences of working with action programmes within the compulsory school's earlier years. Two issues have been composed in order to meet this purpose. They are also the foundation of the interview questions, which are enclosed at the end of the essay.The purpose with the issues is to look into educationalists´ work with action programmes. Another purpose is to find out how they consider an action programme should be formulated in order to function as a support for students in need of special aid.From the study the result shows that the apprehensions of working with action programmes are separating from one teacher to another. The informants of the study indicate the importance differs inviting both pupils and parents to participate in the entire process.