National Repository of Grey Literature 66 records found  beginprevious57 - 66  jump to record: Search took 0.00 seconds. 
Use of Neural Networks in Equity Trading
Lahodová, Martina ; Veselá, Jitka (advisor) ; Stádník, Bohumil (referee)
The neural networks have been the fastest developing area of computer science lately. They have strong interdisciplinary character, so that they can be applied in many fields of human activity e.g. capital markets. The objective of the thesis is to apply a perceptron model to predicting future value of a sample of shares, to set the accuracy of prediction and bring the conclusion of reliable use of the neural networks. Opening chapters are concerned with general principles of neural networks functioning, their classification and different ways of their "learning". Analytic chapter is based on the creation and use of the perceptron model and the analysis of given results.
The evolution of foreign exchange market
Věříš, Jakub ; Stádník, Bohumil (advisor)
We will investigate the origin of money and its original purpose within this project report and main causes and reasons of the most important financial history milestones of currency exchange rates development are revealed. The last article is solely dedicated to current currency exchange situation of the world's market; its possibilities for exploits by both global and small scale investors; its own dangers within the nowadays financial system and the floating currency rates. I have concluded my thoughts about possibilities of future currency rate development in the very last section.
Analysis of guaranteed investment funds
Mach, Jonáš ; Witzany, Jiří (advisor) ; Stádník, Bohumil (referee)
This thesis focuses on guaranteed investment funds, which have become very popular among investors in the Czech Republic in recent years. The reason for this popularity is the conservativeness of a typical domestic investor, who appreciates the lower bound for the value of his investment. Guaranteed funds characteristically have a complex structure and valuation of their profitability based solely on intuition is therefore impossible. This analysis tries to provide an answer to the question if investing in these funds is reasonable. A large part of the thesis is dedicated to the option theory and option valuation methods, including the famous Black-Scholes formula, as guaranteed investment funds have the characteristics of an option. Thanks to the complicated structure of these products, the analysis itself is done by Monte Carlo simulation.
Evaluation of success chosen methods fundamental analysis in time
Zach, František ; Musílek, Petr (advisor) ; Stádník, Bohumil (referee)
The principal aim of this thesis is to characterize and test several method of fundamental analysis in time. The introductory part deals with principle of other approaches to stock analysis (technical analysis, psychological analysis, efficient markets theory). The following part is focused on fundamental analysis. Here are discussed the main factors that have impact on stock at the global level, sectoral level and at the level of the firm. Last part deals with determination of the intrinsic value of the stock with use of chosen models. These models are subsequently tested in time and rated.
Financial Regulation Failure as one of the causes of financial crisis
Dobešová, Lenka ; Musílek, Petr (advisor) ; Stádník, Bohumil (referee)
Diploma thesis is dealing with causes of current financial crisis, especially with financial regulation failure and its analysis. Regulation failure was incontrovertibly the important cause of current crisis. As a result of regulation failure we can identify these as follows: asset securitization,rating agencies failure, information asymmetry,negative externalities etc. This thesis is also concerned with analysis of bankruptcy of american investment bank Lehman Brothers. The last part of work examine the financial regulatory reform.
Fundamental indexing
Chytrý, Martin ; Musílek, Petr (advisor) ; Stádník, Bohumil (referee)
The paper deals with stock market indices. It reveals the flaws inherent in traditional market capitalization weighted indices, that causes a return drag. At the same time it shows how you can get rid of these flaws by using fundamental indices, and gives proofs about their superiority. The practical part focuses on building fundamental indices of czech stocks traded on the Prague Stock Exchange, dealing with historical data. It empirically demonstrates their outperformance of a benchmark market capitalization weighted index.
New derivatives products
Žvak, David ; Dvořák, Petr (advisor) ; Stádník, Bohumil (referee)
Derivatives market is one of the fastest growing parts of the financial market. It was reflected in a sharp increase in trading volumes over the last decade, growth in number of participants and the development of new products. These products, which were devoloped in 80's and 90's sometimes refer to "new derivatives products". The aim of this diploma thesis is analyze selected new derivatives products, concretely barrier options and electricity futures.
The analyse of corporate bond market in USA
Horák, Ondřej ; Musílek, Petr (advisor) ; Stádník, Bohumil (referee)
In the study the first part is focused on anylysing the U.S. corporate bond market especially its imporance and progress. Second part is devoted structured products which are integrated in the corporate bond market in USA. Last part is focused on historical yields and especially credit spreads of corporate bonds and the factors which influence them.
IPO analysis in Czech Republic
Šenkyřík, Ivo ; Musílek, Petr (advisor) ; Stádník, Bohumil (referee)
The thesis "IPO analysis in Czech Republic" focuses on initial public offering (IPO) issue applied on the Czech capital market. The beginning of the thesis focuses on IPO characteristics and company's alternative financing. The work describes IPO process in detail in case of an issue on the Prague Stock Exchange and the long-term performance characteristics of the new issues further. The ending focuses on the current Czech capital market, the Prague Stock Exchange and the investors.
Ochrana klienta českých bank
Vašků, Radka ; Půlpánová, Stanislava (advisor) ; Stádník, Bohumil (referee)
Práce popisuje důležité prvky ochrany klienta českých bank. Soustředí se na produkty plnící základní funkce banky, tj. přijímání vkladů od klientů, poskytování úvěrů a zprostředkování platebního styku. Každý z tématických celků obsahuje výběr nejdůležitější legislativy upravující danou sféru jak na evropské, tak na národní úrovni. Značná pozornost je věnována praxi. Hodnocen je praktický význam legislativních předpisů a zkoumá se jejich dodržování bankami. Jsou popisovány některé vypozorované skutečnosti, zkušenosti s bankovními službami i aktuální kauzy. Důležitou součástí každé kapitoly je zhodnocení problematiky v dané oblasti a návrhy případných změn.

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