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It is a common practise to quote option prices using their BlackScholes implied volatility. A volatility surface describes an options implied volatility as a function of the strike price and time to maturity. It can be used as a tool for hedging but also valuation when prices are not directly observable. The short-term evolution of this surface has been described by a variety of apocryphal rules.
Problem definition Additive manufacturing is a technology that has received a lot of attention and many are wondering how it will affect them plastic industry in the future. Additive manufacturing is mostly used for prototyping today but there is reason to believe that the technology has potential to overtake other application areas for plastic or used as a complementary method to existing manufac
This thesis work is part of a larger project with final goal to be able to measure the oxygen concentration in the lungs of infants, using non-invasive laser spectroscopy. This thesis is specifically dealing with simulations of light transport through the upper body of infants, as well as constructing a tissue-like model (phantom) that can be used in experiments. The goal is to use these simulatio
In August 2017, a deadly crackdown by Myanmar’s army on Rohingya Muslims sent hundreds of thousands fleeing across the border into Bangladesh. The situation in Myanmar has escalated over the last few years. Mass displacements of refugees, sustained allegations of crimes against humanity, and a large-scale intervention has propelled the conflict to centre stage of international human rights. The si
In recent years, the notion that Corporate Social Responsibility (CSR) schemes enable corporations to assume a role of a development agent has been heavily contested in academia. Among CSR schemes are the International Finance Corporation’s (IFC) Performance Standards, which, regardless of their foundational role in shaping the paradigm of responsible business, are yet to be exposed to thorough ac
Inspired by centuries of activists who used creative writing as a tool to encourage reflections and inspire change, this thesis looks at the possibility of poetry to be used as an environmental justice tool. In particular the ability of poetry from Nigeria to engage Dutch people with problems around Shell’s exploitation of the Niger Delta and its people, is investigated. Using decolonial and Criti
Denna uppsats syftar till att analysera statsansvar för folkmord, och gör detta mer specifikt genom att undersöka frågan om ansvar för medhjälp till folkmord samt mens rea elementet i folkmordsdefinitionen. År 2007 meddelade ICJ sin dom i the Genocide case, där en av de centrala frågorna för domstolen var ifall en stat kunde hållas ansvarig för folkmord under Folkmordskonventionen. ICJ konstateraThis thesis seeks to analyze the international responsibility of states for genocide, and more particularly does so by looking closer at complicity in genocide and the mens rea element of the definition. In 2007 the ICJ rendered its judgment in the Genocide case, where one of the key issues before the Court was whether a state could be held responsible for genocide under the Genocide Convention.
Data compression methods allow more data to be stored within a certain storage framework while still keeping the characteristics of the data in question. At the Large Hadron Collider on the grounds of CERN in Switzerland, limited data storage capability is and has always been an urgent problem. At the ATLAS experiment, one technique which allows researchers to save more data within the same storag
Planning for capacity in not just the production, but also in the supply chain, is important. Strategic long-term planning for the supply chain will affect how the company will be able to meet the demand. This Master Thesis will focus on the capacities within the supply chain at PolyPeptide and how they could be planned for in the future. PolyPeptide is a company that manufactures active pharmaceu
This paper presents a search for a new Z′ resonance decaying into a pair of dark quarks which hadronise into dark hadrons before promptly decaying back as Standard Model particles. This analysis is based on proton-proton collision data recorded at s = 13 TeV with the ATLAS detector at the Large Hadron Collider between 2015 and 2018, corresponding to an integrated luminosity of 139 fb−1. After sele
Wastewater treatment is a worldwide necessity that is even more crucial to countries deprived from abundant fresh water sources or unable to afford advanced and costly processes. With this perspective, this thesis was conducted within an Egyptian-Swedish research collaboration that aimed to develop solar-based (as free renewable energy source available locally) process for hazardous wastewater tre
Background: The Patient-Reported Indices for Multiple Sclerosis (PRIMUS) comprises a suite of three scales for assessing symptoms, activity limitations, and quality of life in multiple sclerosis (MS). It was developed in the UK and has been shown to have excellent psychometric properties. This study describes the adaptation of eight language versions for Canadian English, Canadian French, French,
This article discusses the role of the protein corona in delivery systems with tagged nanoparticles and how knowledge of the protein corona can help in optimizing delivery. The basic question is whether and how the binding of proteins and other biomolecules at the nanoparticle surface interfere with the interaction between a tag and its receptor. This is an interesting problem in many respects, bu
Background: Steroid injections are used in idiopathic carpal tunnel syndrome (CTS), but evidence of efficacy beyond 1 month is lacking. Objective: To assess the efficacy of local methylprednisolone injections in CTS. Design: Randomized, placebo-controlled trial. (ClinicalTrials.gov: NCT00806871) Setting: Regional referral orthopedic department in Sweden. Patients: Patients aged 18 to 70 years with
Precipitation is a major component of the water cycle. Accurate and reliable estimation of precipitation is essential for various applications. Generally, there are three main types of precipitation products: satellite based, reanalysis, and ground measurements from rain gauge stations. Each type has its advantages and disadvantages. Recent efforts have been made to develop various merging methods
Encapsulation in self-assembled lipid structures has been shown to increase the stability of large biomolecules, including proteins and nucleic acids (NAs), which has many potential applications in the food and pharmaceutical industries. In order to fully optimise the encapsulation system for a certain application, however, it is important to understand the effect of the encapsulated biomolecule o
Several countries have created policy instruments seeking to direct research and innovation (R&I) toward addressing societal challenges. However, the design of such instruments might not always live up to their proclaimed transformative rationale. The aim of this paper is to examine empirically this matter. In a unique cross country comparison of four Grand Challenge-oriented R&I programs
