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Derivative Prices for Models using Levy Processes and Markov Switching

Popular Abstract in Swedish Denna avhandling behandlar matematik, finans och dator simuleringar. I matematiska termer handlar den om tillämpad sannolikhetsteori och från ett finansiellt perspektiv handlar den om derivatprissättning. Avhandlingen är organiserad som följer. De två första kapitlen presenterar derivatprissättning och levy processer. Kapitel 3 beskriver och undersöker en simulerings mThis thesis contributes to mathematics, finance and computer simulations. In terms of mathematics this thesis concerns applied probability and Lévy processes and from the financial point of view the thesis concerns derivative pricing. Within these two areas several simulation techniques are investigated. The thesis is organized as follows. The first two chapters are to be considered as reviews on

Arterial occlusion due to Listeria meningoencephalitis in an immunocompromised boy

Sequential CAT scan studies of the brain were performed in a 7-year-old boy with Listeria monocytogenes serotype 1 meningoencephalitis. The infection occurred while he was receiving maintenance chemotherapy for T-cell non-Hodgkin lymphoma. A lesion in the right hemisphere during the infection resulted in an excessive enlargement of the right ventricle 10 months later, most probably caused by arter

Euroquest: the validity of a new symptom questionnaire

The new questionnaire Euroquest was designed to study effects from exposure to organic solvents, and it covers the most commonly reported symptoms associated with long-term solvent exposure. Its convergence and criterion validity were evaluated by means of comparison with the two well-established generic symptom questionnaires Symptom Checklist (SCL-90) and General Health Questionnaire (GHQ-30). M

Integration of Molecular Biology and Morphology in Effusions with Focus on in situ Detection of Telomerase and its Components

Popular Abstract in Swedish Den viktigaste uppgiften inom den kliniska cytologin är att påvisa cancerceller i olika typer av cellprover. Många olika cancertumörer sprider sig till lungsäcken och bukhålan och ger då ofta upphov till vätska (exsudat) som innehåller cancerceller. Ofta kan cancerdiagnosen ställas på grundval av cellernas utseende men detta är inte alltid möjligt, eftersom cancercellerClinical cytology is a rapid method to detect malignancy in effusions of the serous cavities, but the morphological characteristics of the cells do not always allow diagnosis and a specific marker for malignant cells would improve the diagnostic performance. Telomerase adds telomere repeats to the chromosome ends. It is the most promising universal indicator of malignancy and the project focuses o

Modulation of postendocytic sorting of G-protein coupled receptors

Recycling of the mu opioid receptor to the plasma membrane after endocytosis promotes rapid resensitization of signal transduction, whereas targeting of the delta opioid receptor (DOR) to lysosomes causes proteolytic down-regulation. We identified a protein that binds preferentially to the cytoplasmic tail of the DOR as a candidate heterotrimeric GTP-binding protein (G protein)-coupled receptor-as

Orthosis as prognostic instrument in lumbar fusion. No predictive value in 50 cases followed prospectively

To evaluate pain relief in a lumbar orthosis as a predictor for good clinical results after solid fusion, all patients scheduled for such a surgical procedure were preoperatively encouraged to use an orthosis, soft or rigid, for 3 weeks. Grade of back pain relief as a percent using the orthosis was assessed by the patients and was registered before surgery. After surgery, at 1-year follow-up, pati

Self-renewal of multipotent long-term repopulating hematopoietic stem cells is negatively regulated by Fas and tumor necrosis factor receptor activation

Multipotent self-renewing hematopoietic stem cells (HSCs) are responsible for reconstitution of all blood cell lineages. Whereas growth stimulatory cytokines have been demonstrated to promote HSC self-renewal, the potential role of negative regulators remains elusive. Receptors for tumor necrosis factor (TNF) and Fas ligand have been implicated as regulators of steady-state hematopoiesis, and if o

Identification of brain tumours in rats using laser-induced fluorescence and haematoporphyrin derivative

Laser-induced fluorescence has been used for the identification of brain tumours in rats, which have been previously given tumour-seeking haematoporphyrin derivative. A pulsed nitrogen laser (λ=337 nm) was used in conjunction with an optical multichannel analyzer. For both inoculated RG-2 and TCVC rat-brain-tumour models, the blue autofluorescence was strongly reduced in the tumour compared with

MR imaging in recurrent pain after back surgery. A comparative study using standard and high doses of gadolinium contrast agents

PURPOSE: To compare the diagnostic results following injection of (a) a high dose (0.3 mmol/kg b.w.) of gadodiamide injection and (b) the standard dose (0.1 mmol/kg b.w.) of Gd-DTPA, in patients with recurrent symptoms after surgery for lumbar disc herniation. MATERIAL AND METHODS: Twenty patients with recurrent or sustained symptoms after surgery for lumbar disc herniations were examined. MR imag

Oligosaccharide mapping of proteoglycan-bound and xyloside-initiated dermatan sulfate from fibroblasts

The copolymeric structure of dermatan sulfate chains synthesized by skin fibroblasts has been examined. Chains initiated onto exogeneous p-nitrophenyl-beta-D-xylopyranoside or attached to protein in a large proteoglycan, PG-L, and two small proteoglycans, PG-S1 and PG-S2, have been compared by using high resolution electrophoresis and gel chromatography of oligosaccharides generated by specific en

The European Frontier : Clashes and Compromises in the Middle Ages

During the Middle Ages the concepts of `them and us' became concrete in the shape of fiercely defended frontiers, some of which were physical, geographic and political, while others were more ideological. This volume, the proceedings of an international symposium held at Lund University in 2000, presents twenty-four papers which examine the archaeological evidence for frontiers across Europe. Divi

A comparison of chironomid biostratigraphy from Lake Vuolep Njakajaure with vegetation, lake-level, and climate changes in Abisko National Park, Sweden

Chironomid remains from the sediment of Lake Vuolep Njakajaure reflect limnological conditions resulting from changing climate and vegetation throughout the Holocene, but do not strictly follow accepted climate trends or the vegetation history based on regional pollen and macrofossil analyses. Chironomid community changes appear to be influenced by organic nutrient input from the surrounding catch

Relaxation kinetics of an L-3 (sponge) phase

The kinetic response of an L-3 (sponge) phase formed in the C12E5-n-decane-brine system is studied using the Joule-heating temperature jump (JHTJ) technique. The equilibrium state of the spongelike membrane is instantaneously perturbed, and the kinetic response is monitored using a multi-angle light scattering setup. These measurements yield a time-dependent scattering intensity as a function of t

Demonstration of sequence variations in the promoter region of the human cystatin C gene

Four point mutations in the promoter region of the human cystatin C gene have been detected by direct sequencing of polymerase chain reaction (PCR) amplified DNA. The four base changes are all localized within a short segment of 85 base pairs. Three cystatin C gene alleles could be defined with respect to these promoter mutations; one with the sequence previously published, one carrying three of t

LIFE SATISFACTION AND FEELING HINDERED BY HEALTH PROBLEMS AT 60 YEARS AND ABOVE

Popular Abstract in Swedish Idag finns det flera studier där livstillfredsställelse bland äldre har undersökts. Studierna är dels genomförda i varierande kontext och dels innehåller de varierande faktorer som hälsa, funktionell förmåga, självkänsla, sociala kontakter och finansiell situation. Därmed är det inte självklart att det finns gemensamma eller specifika faktorer, vilka är förknippade med The aim of this thesis was to investigate how older people's capacity to perform activities of daily living (ADL), health, social and financial resources, and self-esteem can be related to their life satisfaction. The aim was also to investigate how people feel hindered by health problems in relation to their ADL capacity, health problems, social and financial resources, self-esteem, sense of cohe

Search for new physics in e +/- q contact interactions at HERA

Deep-inelastic e(+/-) p scattering at high squared momentum transfer Q(2) up to 30 000 GeV2 is used to search for eq contact interactions associated to scales far beyond the HERA centre of mass energy. The neutral current cross section measurements dsigma / dQ(2), corresponding to integrated luminosities of 16.4 pb(-1) of e(-) p data and 100.8 pb(-1) of e(+) p data, are well described by the Stand