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VaR for a portfolio of Swedish Index-bonds - An empiricial evaluation

Purpose: The purpose of this paper is to empirically evaluate the performance of seven different methods that are used when estimating Value-at-Risk for a portfolio of Swedish index-bonds with different maturities. As a supplementary objective, the paper tries to determine the history that one needs to account for when calculating VaR. Methodology: In order to calculate the VaR, a portfolio consi

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The purpose of the existing methods for limiting the researcher’s bias is to see to that we have an objective and rational research. But what if there exist collective biases, and that the current process of falsification through peer to peer review only hinder individual ones. And this can happen because there is a shared fundamental belief system (FT) within the field, acquired through mutual ed

Eclipse-based graphical rendering and editing of Modelica code

This paper describes the development of software that generates graphical icons for classes written in Modelica, an object oriented language for modeling complex systems. The icon rendering is developed as a new feature in the JModelica IDE, a plugin for the multi-language software development environment Eclipse. The JModelica IDE is included in the distribution of the open source project JModeli