National Repository of Grey Literature 7 records found  Search took 0.01 seconds. 
Estimation of risk-neutral probability density functions from option prices
Krejčí, Kateřina ; Málek, Jiří (advisor) ; Diviš, Martin (referee)
The thesis deals with the estimation of risk-neutral probability density functions from option prices. It focuses on smoothing techniques that are applied to volatility smile. Theoretical part describes the estimation principle and presents some solutions for problems that occur while estimating the risk-neutral distribution. The findings from the theoretical part are used in the practical part and applied to real data. An analysis of the influence of the selection of particular smoothing function on the final distribution is performed. At the end of the thesis a stability test of estimations is performed and the analysis of dynamics of risk neutral distribution is shown on a small data sample.
Product processes as a tool for financial analysis
Krejčí, Kateřina ; Zichová, Jitka (advisor) ; Hurt, Jan (referee)
This bachelor thesis discusses product processes as a tool for modeling financial time series. The thesis is divided into the theoretical and the practical part. Basic issues are summarized in the theoretical part. Properties of some moments and correlations are described and derived in this part, parameter estimates of a product process are derived subsequently. The practical part deals further with the parameter estimates. The quality of derived parameter estimates is verified in a simulation study in software Mathematica 9 and the proposed estimates are applied to real financial data. Powered by TCPDF (www.tcpdf.org)
The MERCOSUR's Parliament position in international relations
Krejčí, Kateřina ; Kučerová, Irah (advisor) ; Krausz Hladká, Malvína (referee)
Bachelor thesis The MERCOSUR's Parliament position in international relations focus at one of the most important regional integration in Latin America. First, this paper focus on MERCOSUR, it's institutions and formation. In this part the main topic is Parliament of MERCOSUR. Next the paper deals with foreign agenda of MERCOSUR by examinating relations of MERCOSUR with each country or other regional integration. In the last part of this theses, we can se an examination of foreign agenda of Parliament of MERCOSUR. This part is based on recomandations and declarations of Parliament of MERCOSUR. The aim of this thesis is to find out if the foreign agenda of MERCOSUR have been influenced by the Parliament after this was found in 2006.
Analisys of shares funds in the Czech republic
Krejčí, Kateřina ; Hrdlička, Pavel (advisor) ; Markéta, Markéta (referee)
This diploma thesis is focused on the characteristics of funds offered by investment companies on the Czech financial market and to clarify options for investing available funds in this market. At the beginning of the theoretical part are stated the general possibilities of investment, basic notions of collective investment, advantages, disadvantages and potential risks that are associated with investments. Furthermore the thesis also describes history of collective investment in the Czech Republic and abroad, collective investment subjects and very important legislation. Analytical part of this thesis is focused on comparing of evaluation the investments made in certain shared investment funds.
The Application of Fuzzy Logic for Rating of Suppliers for the Firm
Adamec, Václav ; Krejčí, Kateřina (referee) ; Dostál, Petr (advisor)
This thesis deals with the use of modern methods of analysis and modeling for the selection of optimal suppliers. This work used the theory of fuzzy logic. The basis of the work is to create tools that help you select the best supplier works for redevelopment of the former railway superstructure on the bike path. This work could arise due to data provided by the Municipal Authorities in Zábřeh.
The influence of faith and religion on voluntarism
KREJČÍ, Kateřina
The thesis deals with observation of relationship between the rate of charity and of faith intensity of inhabitants of Czech Republic. The first, theoretical part explains the terms connected with charity and donation. Further, it describes particular types of charity and the volunteer incentives. The second part of the theoretical part deals with characteristics of faith, atheism and religion. Concerning its content, it focuses on details connected with charity. The practical part includes the research analysis and graphical visualisation of results. This practical part leans on the research that confirms the influence of faith on volunteer activity and on donations.

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4 KREJČÍ, Klára
1 Krejčí, Kamil
1 Krejčí, Karel
4 Krejčí, Klára
1 Krejčí, Kristina
2 Krejčí, Květoslav
1 Krejčí, Květoslav Tomáš
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