Original title: Zákony arku sinu
Translated title: The arc sine laws
Authors: Mordinová, Katarína ; Lachout, Petr (referee) ; Hlubinka, Daniel (advisor)
Document type: Bachelor's theses
Year: 2006
Language: slo
Abstract: Nazcv praee: /akony arku sinu Autor: Katarina Mordinova Katedra (iistuv): Kaledra pravdepodobnosti a matematicke statistiky MFF UK Vedouci bakalafske prace: RNDr. Daniel Hlubinka, PhD e-mail vedouciho: Daniel.IIlubinka(«}rnff.ciini.c/. Abstrakt: Tato bakalarska praca pojednava o Zakonc arku sinu pre roznc typy nahodnych velicin.Praca je clenena do troch casti.Prva kapitola su /aobera najjednoduchsou variantou altcrnativne rozdeleuyeh nezavislych scitancov.Zaoberame sa vyslovenim a dokazom Zakonu arku sinu.Druha kapitola formuje /akon arku sinu pro Wicncrov proccs.Tretia kapitola sa venuje vyuzitiu Wiencrovho proccsu v praxi pri occhovuni finanCnych dcrivatov pomocou Black-Scholesovcj tbrmule. Klicova slova: Zakon arku sinu. Nahodna prcchadzka, Wienerov proccs, Oceiiovunie akcii, Black-Scholesova formula Title: The arc sine laws Author: Katarina Mordinova Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Daniel Hlubinka, PhD Supervisor's e-mail address: Daniel.11lubinkafa>,mff.cuni.cz Abstract: This bachelor thesis threats of the Arc sine law for different types of random variables.The work is divided into three parts.First chapter talks about the simplest alternative distribution function for independent summands.We concerned about vote and proof of the Arc sine law.Second...

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/6944

Permalink: http://www.nusl.cz/ntk/nusl-269329


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Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Bachelor's theses