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Investment strategies
Kučera, Libor ; Hurt, Jan (advisor) ; Zichová, Jitka (referee)
In this thesis we study interest rates and we introduce short rates models. Then we study interest rate dependent financial assets. Next we introduce duration and duration of portfolio of bonds. In the next part we focus on fundamental analysis. We mention its basic parts and we introduce tools used in fundamental analysis. In the last part we focus on technical analysis. We start with chart formations and then we describe indicators. We show application of indicators on data from real market.
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Creation of a fund of a company as a result of the change in the insurance law
Nevoralová, Eva ; Žárová, Jana (advisor) ; Zichová, Jitka (referee)
Title: Creation uf a fund ol a company as a result of t he change in tlie in- surance law Author: Eva Nevoi alova Department: Department of Probability and Mallieinal ical Statistics Supervisor: Mgr. ,lana Zarova Supervisor's e-mail address: jana.zarova'H'allian/.c/, Abstract: This thesis focuses on the results of the insurance law change. At first, the changes in calculation of a benelit in a temporary disablement, which affect the employees, are considered. Then we deal with the calcula- tion of a wa^e refund which an employer will pay out instead oi' the benefit for a specific part of the temporary disablement. In the next part we work with statistical data of a temporary disablement which allow us to define expected costs of the refunds of wa^es and also (he amount of the fund which is needed to cover these costs. In I he second part ol 1 he work the possibililv to transfer the risk linked with refund of wagrs to the insurance copany is considered. We design a. product which could be offered in these cases by tin1 insurance company. Keywords: temporary disablement, refund of wa^es, fund of (he company
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Monte Carlo methods in financial analysis
Maďar, Milan ; Zichová, Jitka (referee) ; Hurt, Jan (advisor)
Nazov pracc; Monte Carlo mctody vo financnej analyze Autor: Milan Mad'ar Katedra: Katedra pravdepodobnosti a matematicke statistiky Vediici bakalarskcj pracc: Doc. RNDr. Jan Hurt CSc. E-mail vediiceho: hurt(a;karlin.mff.cuni.cz Abstrakt: Tato bakalarska praca sa zaobera popisom metody Monte Carlo a jcj vyuzitim pri occhovani exotickych opcnych kontraktov, konkretne barierovych opcii. V tejto praci sa najprv venujem historii a obccnc popisem obyeajnu metodu Monte Carlo. Dalcj rozvinicm niektore metody redukcie ro/ptyln, ktorc mozu znacne zefektivnit' vypocet vcetne metody kva/i Monte Carlo. Neskor uvediem zakladne pojiny, terminologiu a matematicke zaklady modelu pre ocenovanie barierovych opcii, vysvetlcnia ieh podstaty a sposob pou/Jtia simulaeii Monte Carlo. Na zaver ocenim tymto modelom dve barierovc KX opcic prieom naznacim aj ehybu simulacie. Kl'iicovc slova: simulacie Monte Carlo; barierovc opcic; ocenovanie opcii Title: Monte Carlo methods in financial analysis Author: Milan Mad'ar Department: Department oi" Probability and MathematicalStatistics Supervisor: Doc. RNDr. Jan Hurt CSc. Supervisor's e-mail address: hurt^karlin.mtT.cuni.cz Abstract: In this bachelor thesis will be discussed the description and application of Monte Carlo method to pricing exotic options contracts, particularly barrier...
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