Národní úložiště šedé literatury Nalezeno 4 záznamů.  Hledání trvalo 0.00 vteřin. 
Exotic Options and their Feasible Usage as Investment Instruments
Šitavanc, Jan ; Ovčarov, Martin (oponent) ; Rejnuš, Oldřich (vedoucí práce)
The main goal of the diploma thesis is to determine if the exotic options are suitable for hedging risks related to currency exchange rates and to propose the best application of them. The thesis is aimed on specific family of exotic options: path-dependent exotic options. Three types of the exotic options are analyzed and then tested within them and also with the vanilla option. The thesis main outcome is recommendation of feasible usage of tested exotic options.
Exotic Options and their Feasible Usage as Investment Instruments
Šitavanc, Jan ; Ovčarov, Martin (oponent) ; Rejnuš, Oldřich (vedoucí práce)
The main goal of the diploma thesis is to determine if the exotic options are suitable for hedging risks related to currency exchange rates and to propose the best application of them. The thesis is aimed on specific family of exotic options: path-dependent exotic options. Three types of the exotic options are analyzed and then tested within them and also with the vanilla option. The thesis main outcome is recommendation of feasible usage of tested exotic options.

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