Browsing by Author "Jonsson, Fredrik"

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An Optimization Approach to Continuous Liability Management
(2005) Jonsson, Fredrik; Lidén, Emil; Göteborg University/Department of Business Administration
Since the 70's both the volatility and level of interest rates have risen. This has lead to an increase in companies' interest rate risks. A stable income source is no longer a guarantee for financial success. To cope with this problem a more active portfolio management has to be employed. Many tools used in liability management, like interest rate models, use historical data in order to describe the behavior of the market. This implies that a massive amount of financial data needs to be processed to enable sound decision making. Without the help of computers, this problem is difficult for humans to handle. Using optimization algorithms, many different parameters can be analyzed at the same time. This thesis uses an optimization approach to solve the liability management problem. A method including liquidity risk and interest rate risk is developed based on the concept of linear programming. The usefulness of the method is investigated, using an implementation incorporating the expectations hypothesis for interest rate forecasting and a GARCH model for volatility forecasting. The method developed in this thesis appears to be efficient in handling the large amount of data. The output from the method can be used as a sound recommendation if satisfactory interest rate forecasts are available. The expectations hypothesis though fails to meet this demand and should be replaced with other, more developed methods.
I alla väder
(2012-10-23) Jonsson, Fredrik; Serholt, Johannes; University of Gothenburg/Department of Food and Nutrition, and Sport Science; Göteborgs universitet/Institutionen för kost- och idrottsvetenskap
Studien har genomförts med syftet att komplettera bilden av fri-luftsliv utifrån Friluftsfrämjandets tidskrift, I alla väder. Genom användandet av en bild- och textanalys har sex olika bilder analyserats från 50- talet fram till idag. Den bild som fram-trätt har satts i relation till tre perspektiv; ”skolans friluftsverksamhet”, ”en regeringspropo-sition” samt ”etablerade friluftsforskares syn på friluftsliv”. Bilden av begreppet friluftsliv som framträtt genom åren visar en spegling av samhället i övrigt. Influenser som präglat synen av friluftsliv varierar beroende på tid, det kan handla om t.ex. synen på miljö, hälsa, pengar och makt. Det traditionella värdet av friluftsliv med enkla människor i naturnära miljöer går mot ett mer exklusiva friluftsliv med innehåll av äventyr och upplevelse. Den bild av friluftsliv som framträtt bör ses som ett bidrag eller komplement till redan be-fintliga definitioner och tolkningar av begreppet friluftsliv. Det krävs fler studier och mer omfattande forskning för att visa på hur bilden av friluftsliv framträtt ur ett historiskt per-spektiv i Sverige. Vår förhoppning är att studien kan bidra till en ökad medvetenhet kring friluftslivets utveckling genom historien samt bidra till lärares arbete med att utveckla undervisningen i friluftsliv.
Det intersubjektiva idrottsrummet
(2012) Jonsson, Fredrik; Göteborgs Universitet/Institutionen för sociologi och arbetsvetenskap
Sammanfattning Den här undersökningen gjordes för att ta reda på hur idrottslokalen och dess utformning påverkar det sociokul- turella klimatet som skapas under lektioner i ämnet idrott och hälsa. Jag har under min utbildning till idrottslä- rare besökt ett antal idrottshallar och upplevt en känsla av att de påverkar elevernas sätt att interagera med varandra. Dels storleken på lokalerna men även lärarnas sätt att bemöta eleverna och det undervisningsmaterial lärarna har tillgång till. Jag har observerat idrottslektioner vid ett antal skolor med idrottshallar som skiljer sig både i utformning och i ålder och sett lärare med skilda sätt att bedriva undervisning på. Resultaten i min under- sökning visade på betydelsen av rummets storlek och dess utformning för elevernas möjlighet att interagera med varandra, men även lärarnas sätt att undervisa på visade sig ha betydelse för de interaktionsmönster som skapa- des i rummet. Summary: This study was done to find out how sports hall and its design affect the socio-cultural climate created during lessons in physical education and health. I have during my training for PE teachers visited a number of gymnasi- ums and experienced a sense that they affect students' manner of interacting with each other. The size of the premises but also the teachers' way of meeting the students and the teaching materials teachers have access to. I have observed PE lessons at a number of schools with sports halls that are different both in design and in age and have seen teachers with different ways to teach. The results of my study reveal the importance of the size of the room and its design for the students to interact with each other, but also teachers' ways of teaching on turned out to have significance for the interaction patterns that were created in the room.
Physiologically based pharmacokinetic modeling in risk assessment : Development of Bayesian population methods
(Arbetslivsinstitutet, 2001) Jonsson, Fredrik
In risk assessment of risk chemicals, variability in susceptibility in the population is an important aspect. The health hazard of a pollutant is related to the internal exposure to the chemical, i.e. the target dose, rather than the external exposure. The target dose may be calculated by physiologically based pharmacokinetic (PBPK) modeling. Furthermore, variability in target dose may be estimated by introducing variability in the physiological, anatomical, and biochemical parameters of the model. Data on these toxicokinetic model parameters may be found in the scientific literature. Since the early seventies, a large number of experimental inhalation studies of the kinetics of several volatiles in human volunteers have been performed at the National Institute for Working Life in Solna. To this day, only very limited analyses of these extensive data have been performed. A Bayesian analysis makes it possible to merge a priori knowledge from the literature with the information in experimental data. If combined with population PBPK modeling, the Bayesian approach may yield posterior estimates of the toxicokinetic parameters for each subject, as well as for the population. One way of producing these estimates is by so-called Markov-chain Monte Carlo (MCMC) simulation. The aim of the thesis was to apply the MCMC technique on previously published experimental data. Another objective was to assess the reliability of PBPK models in general by the combination of the extensive data and Bayesian population techniques. The population kinetics of methyl chloride, dichloromethane, toluene and styrene were assessed. The calibrated model for dichloromethane was used to predict cancer risk in a simulated Swedish population. In some cases, the respiratory uptake of volatiles was found to be lower than predicted from reference values on alveolar ventilation. The perfusion of fat tissue was found to be a complex process that needs special attention in PBPK modeling. These results provide a significant contribution to the field of PBPK modeling of risk chemicals. Appropriate statistical treatment of uncertainty and variability may increase confidence in model results and ultimately contribute to an improved scientific basis for the estimation of occupational health risks.