Exploring the economical potential of two food forest farms in the Netherlands

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Markov random fields and iterated toric fibre products

We prove that iterated toric fibre products from a finite collection of toric varieties are defined by binomials of uniformly bounded degree. This implies that Markov random fields built up from a finite collection of finite graphs have uniformly bounded Markov degree.Comment: several improvements, final versio

Baryon-number violation in chiral effective field theory

Baryon number (B) is a quantum number assigned to baryons (B = 1), with the proton and the neutron being the lightest baryons, and to their antiparticles (B = −1). In all physical processes observed so far B has been found to be conserved. It is however not associated to a gauge symmetry in the Standard Model (SM) and it can therefore be violated by beyond-the-SM (BSM) physics. B violation can effectively and model-independent be described by extending the SM with higher-dimensional operators composed of SM fields and satisfying the SM gauge symmetry. In this thesis we use these higher-dimensional operators as a starting point for describing B violation in chiral effective field theory (χEFT), the low-energy effective field theory of quantum chromodynamics with pions and nucleons as effective degrees of freedom. We construct a χEFT description for |∆B| = 2 interactions. We calculate the neutron-antineutron oscillation time as function of the pion mass and unknown constants that depend on hadronic matrix elements and BSM physics. Furthermore, we determine the ∆B = 2 deuteron decay rate and we relate it to the neutron-antineutron oscillation time. For describing ∆B = 1 nucleon and deuteron decay we introduce imaginary parts for low-energy constants accompanying B-conserving operators, which generate inclusive decay rates. We show the ∆B = 1 deuteron decay rate is dominated by the sum of the free proton and neutron decay rate. The first nuclear corrections we expect at the few-percent level

Essays on corporate risk management and optimal hedging

In dit proefschrift wordt ingegaan op het gebruik van financiële derivaten (zoals opties, termijncontracten en swaps) binnen het risicomanagement van ondernemingen. De aandacht voor risicomanagement is de afgelopen jaren sterk toegenomen, wat met name wordt veroorzaakt door gestegen rente-, wisselkoers- en prijsrisico’s. Daarnaast zijn de mogelijkheden om deze risico’s te beheersen de afgelopen decennia sterk verbeterd (evolutie van financiële markten en producten). De theoretische motieven voor risicomanagement kunnen worden verdeeld in motieven die de waarde van een onderneming verhogen en motieven ten behoeve van het persoonlijk financieel gewin van de managers die verantwoordelijk zijn voor de risicomanagementbeslissingen