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Market Making as a trading strategy
Bartík, Jan ; Stádník, Bohumil (advisor) ; Diviš, Martin (referee)
This diploma thesis deals with the market-making strategy's profitability analysis, tested on simulation of central order book. The theoretical part describes how the market maker quotes the price of supply and demand and mathematically proves under which circumstances this strategy is profitable. The practical part introduces a simulation of the central order book. The advantage of simulating the entire order book is that we have information about the number of market participants and quotes at any given time. It also introduces a fictitious market maker quoting the price of supply and demand at any given moment, the price being determined by the price of the previous time step. The order book is simulated in three different settings - random walk, mean-reversion and leptokurtic distribution, and it is shown that the expected profitability of the market-maker strategy is positive in all three cases.
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Utilization of office productivity software in controlling
Brodský, Michal ; Lorenc, Miroslav (advisor) ; Bártík, Jan (referee)
The thesis focuses on the creation of an appropriate solution and specific processing of a problematic statement in controlling in a spreadsheet application and also its subsequent presentation, which is an integral part of controlling. Methods used are analysis and modeling. The aim of the thesis is to demonstrate the suitability of office productivity software (with focus on spreadsheet applications) for controlling analyses. The theoretical part focuses on presenting the functionality and usability of key office productivity software from MS Office including comparison with main competition in the field of spreadsheet applications and then in the practical part of the thesis these options are clearly demonstrated on specific business example of the company Václav Hrbek. Besides key constrains of usage of office productivity software are mentioned in the conclusion of the diploma thesis.
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Venture Capital and Private Equity Investment
Bártík, Jan ; Zadražilová, Dana (advisor) ; Kursová, Eva (referee)
The thesis deals with venture capital and private equity from investor's point of view first. There are presented different types of investors, management companies and funds and the relation among these subjects. Venture capital and private equity is an alternative to finance business activities from the entrepreneurial perspective and this paper provides profile of an appropriate company and explains the relation between the investment fund and the company. The analytical part focuses on investment activity in the Czech Republic and the findings about level and structure are analysed with regard to selected factors from business and investment environment.
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Alternative Sources for the Production of the Electrical Energy and its Support
Bártík, Jan ; Němcová, Ingeborg (advisor) ; Vondrušková, Barbora (referee)
Práce se zabývá obnovitelnými zdroji energie v oblasti výroby elektřiny. Je věnována pozornost důvodům, proč jsou tyto zdroje energie žádoucí, a jaký je rámec podpor na úrovni Evropské unie. V druhé části jsou představeny druhy obnovitelných zdrojů, jejich postavení v EU a specifika jejich rozvoje v ČR. Třetí část se zaměřuje na systém podpor elektřiny z obnovitelných zdrojů v ČR. Snahou je objasnit princip stanovování výše podpor, souvislost s externalitami fosilních paliv. Zároveň je v práci doporučeno, které obnovitelné zdroje jsou pro ČR za současného systému podpor vhodnější.
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