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933 Uppsatser om Expected Shortfall - Sida 1 av 63

Hedgemöjligheter och riskmätning : för Lantmännen Agroetanol

Examensarbetet studerar möjligheterna att använda en statisk cross hedge för att prissäkra etanol. Situationen som analyseras är hämtad från Lantmännen Agroetanol. Agroetanol är Sveriges största producent av etanol och driver den första anläggning i Sverige där vete omvandlas till etanol. Anläggningen är Sveriges största och byggs för närvarande ut så att kapaciteten kommer under år 2008 kommer att öka med 300 procent. Priset på spannmål har stigit dramatiskt under år 2007 samtidigt som etanolpriset har sjunkit något.

Lev livet : Äldre människor berättar

Examensarbetet studerar möjligheterna att använda en statisk cross hedge för att prissäkra etanol. Situationen som analyseras är hämtad från Lantmännen Agroetanol. Agroetanol är Sveriges största producent av etanol och driver den första anläggning i Sverige där vete omvandlas till etanol. Anläggningen är Sveriges största och byggs för närvarande ut så att kapaciteten kommer under år 2008 kommer att öka med 300 procent. Priset på spannmål har stigit dramatiskt under år 2007 samtidigt som etanolpriset har sjunkit något.

Om hur en banks value at risk bäst skattas med expected shortfall

Bakgrund: Om VaR kan estimeras väl med hjälp av ES-metodik, kan man få bukt med VaR-måttets brist på sudadditivitet (vilken innebär dels praktiska problem vid utformning av finansiella organisationers limitstrukturer, dels teoretiska problem i enlighet med Artzner et al (1997, 1999)) samtidigt som man uppfyller det formella kravet på att rapportera sitt VaR på 99 %:snivån. Syfte: Att undersöka hur väl ES ? estimerat på olika konfidensnivåer och med olika metoder ? duger till att skatta en banks 99 %:s-VaR. Metod: Två ES-metoders och sex VaR-metoders förmåga ? både avseende frekvens (Kupiec-test) och oberoende (eget längsta-följd-test) ? att skatta 99 %:s-VaR utvärderas och jämförs.

Det Sociala Intranätet

Social intranets are based on the Enterprise 2.0 expression and create a new way for organizations to communicate and work. It brings possibilities to leverage user generated content and engage in cooperation across organizational borders where users can get to know each other and share knowledge.This thesis aims to explore what expectations motivate decision makers in implementing social intranets. It is interesting to discover what is expected to happen in an organization that implements a social intranet and chiefly what the actual effects are. Through interviews of both management executives and intranet users at a consulting company called Ninetech, we have plotted out managers? expectations and effects experienced by users.We have categorized managements? expected effects in two themes; expected effects on corporate culture and expected effects on informational work.

Optimal spelstrategi för yatzy

This report intends to analyze the difference between the original rules and a modification of the rules for the Scandinavian version of the world famous dice game yatzy (yahtzee). Several works are made previously existing strategies for yatzy and Yahtzee.The study was conducted using the optimal strategy calculated and implemented in the programming language Java. The execution of the application to create the file containing the optimal strategy was running on leased powerful servers from Amazon and took just over six hours each.A simulated player played 100,000 games based on the strategy, to obtain data which then was used to plot graphs and analyze the expected score and its standard deviation. The expected value (mean) and standard deviation of the score for the possibility of three or four throws were 233.00 ± 44.82 and 280.07 ± 41.25.In view of the results drawn the expected conclusion that the four possible throws provides increased probability of getting a high score, unlike the case where the player may only be able to throw the dice three times. The fact that the variance is lower in the case of four throw session is equivalent to that the likelihood to get close to the expected value increases..

Valutamarknadens effektivitet - En studie av växelkurser utifrån UIP med förväntningar

This essay discusses and evaluates the international currency market in regards to efficiency. To prove the theory that, the difference between expected and actual exchange rates is explained by the difference in expected and actual interest rates and the difference in expected and actual inflation between countries, a model was developed. This model was inspired by the paper of Sebastian Edwards (1982), and is based on three theories; UIP, IS/LM and the Efficient Markets Hypothesis. The model uses 16 regressions estimated from three pairs of curriencies: $/SEK, £/SEK and ?/SEK.

Lönsamheten i vindkraft : en studie om den förväntade lönsamheten i landsbaserad vindkraft

This thesis analyzes the expected profitability in land based wind power plants. The expected profitability is calculated on the basis of a wind power project in Vartofta, Falköping. The information required to calculate the expected outcome is then concentrated to this project, which is in this thesis called project Näs. In project Näs they plan to build three wind power plants, with each an effect of 2 MWh. These wind power plants are very capital intensive investments with a long and uncertain payback time.

Mobilt arbetssätt inom sjukvården och patientens personliga integritet : Klarar patientens integritet att journalen görs tillgänglig för sjukvården mobilt?

In the light of new technology health care is now given the opportunity to form a more mobile way of working that would bring about potential gains in terms of efficiency and quality. On the other hand, a more mobile health care also requires a more generous handling of personal information, something that may raise issues in terms of privacy. This study shows that the privacy of the patient requires two things: (i) that the personal information of the patient is handled in a way that generates her an overall positive expected utility and that (ii) the negative expected utility that each risk of an information leakage causes is offset by the expected utility it also makes possible. The first requirement (i) is shown, in comparison with today?s way of working, to be met due to the potential gains in efficiency and quality in combination with no increase in the probability of informational leakage or negative effects of such a leakage. The second requirement (ii) was also considered met since no separate risks of information leakage could be identified that was not offset by the gains it made possible in terms of expected utility..

Idealflickor och idealpojkar : Förändring av idealbilder i Flickornas Julbok och Pojkarnas Julbok från 1915 till 1970

This essay is a qualitative content analysis of Flickornas julbok andPojkarnas julbok from 1915/1916 to 1920 and from 1966 to 1970. Mainfocus is the representations of gender that is produced in the books, and howthe ideal of the girl and the ideal of the boy is described.The result shows that the girl is undergoing a change of personality. The idealimage of the girl develops from caring, helpful, compassionate, and diligent,to become independent and brave. The Ideal for the boy in the books, bothfrom the 1910s and 1960s, is described as adventurous, courageous, curious,independent, sensible, strong and loyal. In the 1960s books the girl and theboy are described with similar characteristics, but the girl is also expected tobe cute while boy is expected to be technical and knowledgeable.

Privata skogsägares attityder och anpassningar till klimatförändringar : En fallstudie i Kronobergs län

Conditions for Swedish forestry are expected to change in the future due to the climate. Among other things, increased production is expected in a warmer climate, mainly because of a longer growing season. With the changing climate risk of damage by such as insects, fungi and storms are expected to increase. Hence, it is of highest importance for private forest owners to spread these risks in the way they cultivate their forest. In this study a qualitative method was used to examine ten private forest owners with forest properties within Kronoberg county, Sweden in their attitudes and actions to prepare in terms of climate change and if they have been affected by the climate change debate in their forest decisions.

Det ansiktslösa ägandet, en pådrivare av utdelningar?: En studie i hur det institutionella ägandet påverkar svenska börsbolags aktieutdelningar

This paper investigates the relationship between dividends and institutional and foreign ownership in Swedish firms. We use a dataset which covers the Swedish stock market over the period 1999-2009. The institutional ownership is defined as mutual funds, pension funds and insurance companies and these are analysed separately. The study confirms the expected positive relationship between the level of institutional investors in a firm and the size of dividends. We also confirm? the expected negative relationship between foreign investors and the size of dividends paid by Swedish firms.

Ska vi gå hem till dig, eller hem till mig? Om sexuellt kontaktskapande i nöjesetablissemangsmiljö i Malmö och Lund

Places like nightclubs or pubs are frequently visited in order to find partners for love, sex and relationships. This study examins behavioral patterns and trends among young adults in these environments. A computer-based questionnaire has been implemented on entertainment establishments - two studentclubs, one youth club and three nightclubs - in Malmoe and Lund in southern Sweden. The emprical material contains at most 149 answers, and at least 109. Sex, love and relationships are less important than expected, but are still some of few big reasons for visiting nightclubs.

Genus i det kreativa arbetet

The purpose of this work was to observe fifth grade students in their creative work, how they act and how gender roles appear in the creative work. The background to this work is that I want to examine whether there is any difference in gender roles, when students are working creatively and on their compliance with, the sexes, typical similarities and differences that exist.Observational study showed that girls and boys in the class I observed, in general, has followed traditional gender patterns that exist in our society. With typical gender patterns, I mean that girls are expected to be quiet, talented and helpful and the boys are expected to speak loud and more often than the girls. The girls were, on balance, quieter and more tranquil than the boys who had difficulties to sit still and wanted to be seen and heard more widely..

Tidsperspektiv som prediktor för individuella skillnader i upplevd stress : En tvärsnittsstudie av äldre vuxna

Time Perspective is related to mental and physical health. This study examines the relationship between Time Perspective and perceived stress where Time Perspective was expected to predict the level of perceived stress. Past-negative, Future-negative, Future-positive and present-fatalistic were expected to be positively associated with perceived stress while Past-positive and present-hedonistic were expected to be negatively associated. Measures from the self-assessment forms S-ZTPI, PSQ-recent and CES-D from 445 participants (242 women, 203 men) between 60-90 years were used to examine the hypothesis of the study. Two hierarchical multiple regression analysis confirmed that Time Perspective is associated with perceived stress and in part 2 explains it's variance, one when adjusting for demographic data (.R = .37) and the 2 other when adjusting for demographic data and depressive symptoms (.R = .13).

Lastbalanseringsalgoritmer : En utvärdering av lastbalanseringsalgoritmer i ett LVS-kluster där noderna har olika operativsystem

Denna rapport behandlar en undersökning av olika lastbalanseringsalgoritmer i Linux Virtual Server. Undersökningen har gjorts i ett webbkluster (Apache var webbservern som användes) med tre heterogena noder, där operativsystemet var den detalj som skiljde dem åt. Operativsystemen som ingick i undersökningen var Windows Server 2008 R2, CentOS 6.2 och FreeBSD 9.0. De faktorer som undersöktes mellan de olika algoritmerna var klustrets genomsnittliga svarstid vid olika belastning och hur många anslutningar som kunde hanteras av klustret, detta gjordes med verktyget httperf.Undersökningen ger svar på hur ett heterogent webbklusters genomsnittligasvarstid och arbetskapacitet kan skilja sig åt beroende på vilken algoritm som används för lastbalansering. Resultatet visar att den genomsnittliga svarstiden håller sig låg tills en hastig stigning inträffar.

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