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.

This paper describes the development of a simulation model for the ambulance flow in the Västra Götalands-region of Sweden, and an analysis tool for the output of the simulation model. The aim of the simulation model was to be able to evaluate the outcome from changes in the ambulance operations, such as a reorganization of ambulances or an increase in intensity of the ambulance calls. This evaluation is meant to serve as decision support for the strategic planning of the ambulance operations. The analysis tool was developed to visualize the abundant geographical data produced by the simulation model in a meaningful way. The simulation model was validated against historical data which showed that the dispatch time for the highest prioritized ambulance calls corresponds well with historical data.

This paper describes the development of a simulation model for the ambulance flow in the Västra Götalands-region of Sweden, and an analysis tool for the output of the simulation model. The aim of the simulation model was to be able to evaluate the outcome from changes in the ambulance operations, such as a reorganization of ambulances or an increase in intensity of the ambulance calls. This evaluation is meant to serve as decision support for the strategic planning of the ambulance operations. The analysis tool was developed to visualize the abundant geographical data produced by the simulation model in a meaningful way. The simulation model was validated against historical data which showed that the dispatch time for the highest prioritized ambulance calls corresponds well with historical data.

Simulation means running a model of a system with suitable input and observing the corresponding output. Real-time environment simulation is a special kind of simulation used to simulate a control system's environment in real-time. This is done to test the control system before it is used in its real environment. In this project, computer simulation of a certain kind of environments, called track-based systems, is studied and a general model for track-based systems is developed. In this model, track layouts are represented by graphs, which is a flexible and extensible representation and a method for visualizing these layouts is presented.

Typically, when Faurecia in Torsås are planning a new assembly line, one of the steps is to build a full-scale model of the line in card board, a form of mock-up planning. Faurecia has shown interest in finding an alternative methodology. The purpose was to explore the possibility of replacing today's cardboard based mock-up planning with models in a digital simulation environment.The purpose of the thesis has been to answer some of these complex questions; What are the benefits of using a simulation tool? In what way can we use it? If we choose to use a simulation tool, in what way does it affect our way of planning an assembly line? What are the advantages and disadvantages? Are there any economical and social aspects?Our results made us realize that a digital simulation tool does not replace the card board. On the other hand simulation could be used as a complement.

This master thesis was made to validate hydropower models of a turbine governor,Kaplan turbine and a Francis turbine in the power system simulator ARISTO atSvenska Kraftnät. The validation was made in three steps. The first step was to makesure the models was implement correctly in the simulator. The second was tocompare the simulation results from the Kaplan turbine model to data from a realhydropower plant. The comparison was made to see how the models could generatesimulation result that was similar to the reference power station.

This bachelor´s thesis analyzes the video game Red Dead Redemption and the historical use of the environment and atmosphere in the game. The theory and method used is media research and social memory studies. Two questions were asked: how does Red Dead Redemeption convey and produce the historical environment and the historical atmosphere. Furthermore subqueries/criterias were used to help answer the main questions.The analysis was divided into two parts, the first part we analyze and discuss the games historical environment and the second part analyzes and discusses the historical atmosphere of the game.The conclusion is that both the historical environment and the historical atmosphere is present in the game through picture and sound, the text only works as a guide. The picture and sound live in a symbiotic relationship and depend on each other to fully immerse the player to the game.

The purpose of this thesis has been to explore the topic of business simulation from a theoretical foundation in social constructivism and theories concerning leadership as the management of meaning. The most important findings are that business simulation can be used for strategical leadership by management to create a common vision in the organisation members, which affects their perception of the business and the decisions and actions they make, which in turn can lead to a more efficient organisation that becomes better at meeting set goals. This can be viewed in different ways from different theoretical viewpoints: as inducing targeted changes in mental models to create changes in decision making and actions; as a secondary socialization process where the vision of management is externalized as a business simulation that is in turn internalized by the organisation members that participate in the business simulation, or as a way to frame and define the reality of the organisational members which creates a shared reference point against which a feeling of organisation and direction can emerge. In the future, business simulations may become increasingly used by organizations to create a common vision or to communicate a new decision to the organization members..

The purpose of this study is to examine if, how and why history teachers work with local history projects in education. The results will be analyzed based on a theory of the uses of history. I also investigate, through group interwiews with students, if and how students? historical consciousness may develop through teaching about local history. The result is a variation map of teachers? different uses of history and how students historical consciousness can manifest itself.The results of the study shows that all the teachers interviewed uses local history projects in education.

The purpose of this study is to examine if, how and why history teachers work with local history projects in education. The results will be analyzed based on a theory of the uses of history. I also investigate, through group interwiews with students, if and how students? historical consciousness may develop through teaching about local history. The result is a variation map of teachers? different uses of history and how students historical consciousness can manifest itself.The results of the study shows that all the teachers interviewed uses local history projects in education.

The project was intended to produce a brush simulation plugin to the image processing program GIMP which would use a 6DOF drawing tablet for user input.Too ambitious goals coupled with compability issues between the resources used resulted in that no meaningful software was produced. Experience was however obtained, and this paper is intended to give an overview of relevant concepts for- and the process ofcreating a brush simulation..

SAMMANDRAGHistorisk Simulation, Delta-Normal och RiskMetrics prestation utvärderas med hjälp av Kupiecs Backtest. Value at Risk (VaR) beräknas med tre olika konfidensnivåer utifrån Affärsvärldens Generalindex och HSBC kopparindex. Utifrån överträdelser från verkligt utfall undersöks vilken VaR-modell som estimerar marknadsrisken bäst. VaR-modellernas prestation jämförs, och i analysen utreds hur konfidensnivå och tillgångars egenskaper påverkar VaR-modellernas prestation. Resultaten visar att Historisk Simulation presterar bättre än Delta-Normal och RiskMetrics på den högsta konfidensnivån vilket troligtvis beror på att RiskMetrics och Delta-Normal antar normalfördelning.

ABB is one of the world?s leading engineering companies in power and automation technologiesand their solutions improve performance while lowering environmental impacts for energycompanies and industries. ABB FACTS designs equipment and plants for series and phasecompensation.This thesis has been performed at ABB FACTS on the Mechanical Design (DM) department inVästerås, Sweden. The purpose of the thesis was to develop and design calculations andsimulation tools for ABB FACTS?s standard series capacitor platforms.

In this master?s thesis the problem of simulating conditional Bernoulli distributed stochastic variables, given the sum, is considered. Three simulation methods are considered, namely the acceptance/rejection technique, Bondesson?s method and the Markov chain Monte Carlo method.To compare the three methods the bias and the standard deviations of the simulated variables are evaluated. The results of the simulation study shows that the Markov chain Monte Carlo method is not the best method for this type of simulation.

A Monte Carlo simulation of the ELECTRA reactor using (U,Zr)N fuel and a liquid lithium coolant is performed using the Serpent simulation code. The results show a reactor with a total reactivity coefficient of the coolant, fuel and material expansion that is strongly negative. These properties make the ELECTRA reactor a good candidate for a safe space reactor that could be used for propulsion of manned and unmanned space vehicles to Mars and other parts of our solar system..