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This paper suggests a stochastic volatility term-structure model applied to the pricing of electricity swaptions in the Nord Pool market. The volatility structure in the model is specified as a product of a time-dependent function that handles the maturity effect, and a Cox-Ingersoll-Ross process that captures the volatility smile. We employ a Fourier based approach to price electricity swaptions
Vi lärare på Litteraturvetenskapliga institutionen vid Lunds universitet har länge saknat ett arbetsmaterial när vi undervisat i hur man utför epikanalyser. Det har visat sig att Claes-Göran Holmbergs och Anders Ohlssons Epikanalys. En introduktion har fungerat utmärkt som lärobok och på ett enkelt sätt utrett de många teorier och metoder som kan utnyttjas i en analys. Men våra erfarenheter av epi
Popular Abstract in Swedish I avhandlingen med titeln Religion in Dialogue with Late Modern Society: A Constructive Contribution to a Christian Spirituality Informed by Buddhist-Christian Encounters ger jag ett konstruktivt bidrag till en kristen spiritualitet för ett senmodernt och mångreligiöst samhälle. Med utgångspunkt i en nutidsanalys med avseende på relationen mellan religion och modernitetIn this dissertation I make a constructive contribution to a Christian spirituality for late modern religiously plural society. The words ‘a constructive contribution’ designate the methodological approach of the study. The words ‘late modern religiously plural society’ include the combination of social, political, cultural and economic factors in relation to which the question of spirituality wil
Bone and soft tissue tumors (BSTT) belong to a diverse group of solid tumors of mesenchymal origin, with a large number of histological types affecting individuals of all ages. The general aim of the present thesis (Articles I-V) was to investigate in detail the genetic aberrations in selected subtypes of benign and malignant BSTT. Aberrations identified by chromosome banding analysis were studied
In this chapter we analyze the pathways through which school choice leads to segregation in the multicultural setting of Malmö (Sweden), and in relation to an elite-oriented program: the natural science program. As a result of school choice reforms this program has grown rapidly in recent years, as has the number of students with an immigrant background attending it. In this chapter we examine whe
