Search for dissertations about: "Jonas Söderberg"
Showing result 1 - 5 of 7 swedish dissertations containing the words Jonas Söderberg.
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1. Dosimetry and radiation quality in fast-neutron radiation therapy : A study of radiation quality and basic dosimetric properties of fast-neutrons for external beam radiotherapy and problems associated with corrections of measured charged particle cross-sections
Abstract : The dosimetric properties of fast-neutron beams with energies ≤80 MeV were explored using Monte Carlo techniques. Taking into account transport of all relevant types of released charged particles (electrons, protons, deuterons, tritons, 3He and α particles) pencil-beam dose distributions were derived and used to calculate absorbed dose distributions. READ MORE
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2. Essays on the Scandinavian Stock Markets
Abstract : This thesis consists of three self-contained empirical essays related to the stock markets in Denmark, Norway, and Sweden.In Essay I, the time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with liquidity indices. READ MORE
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3. Fast neutron dosimetry : a study of basic dosimetric properties of fast-neutrons for external beam radiotherapy and problems associated with corrections of measured charged particle cross-sections
Abstract : Basic dosimetric properties of fast-neutron beams with energies ≤80 MeV were explored using Monte Carlo techniques. Elementary pencil-beam dose distributions taking into account transport of all relevant types of released charged particles (protons, deuterons, tritons, 3He and a particles) were calculated and used to derive several absorbed dose distributions. READ MORE
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4. Graded Betti Numbers and Hilbert Functions of Graded Cohen-Macaulay Modules
Abstract : In this thesis we study graded Cohen-Macaulay modules and their possible Hilbert functions and graded Betti numbers. In most cases the Cohen-Macaulay modules we study are level modules. READ MORE
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5. (Il)liquidity on the Scandinavian Stock Exchange
Abstract : The time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with an (il)liquidity index, based on the measures in Amihud (2002) and Lesmond, Ogden and Trzcinka (1999). The relationships between return, volatility, trading activity, and liquidity are examined in a VAR framework within these purely order-driven stock exchanges. READ MORE