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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Economic Scenario Generator Analysis (short rates)
 Šára, Michal ; Janeček, Martin (advisor) ; Sitař, Milan (referee)
The thesis is concerned with a detailed examination of the most familiar short-rate models.Furthermore,it contains some author's own derivations of formulas for prices of interest rate derivatives and some relationships between certain discretizations of these short-rate models. These formulas are then used for calibration of ceratain chosen models to the actual market data.All the calculations are performed in R using author's own functions,which are along with the other more involved derivations placed in the appendix.
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Transformations of random variables
 Šára, Michal ; Marek, Luboš (advisor) ; Malá, Ivana (referee)
This bachelor thesis deals with the transformation of random variables,which plays a significant partv in the theory of probability. The main aim of this paper is to show few methods and techniques which are used when transforming random variables. At the very beginning of this paper one can find a definition and practical examples of the Lebesgue-Stieltjes integral and probability measure, which are nowdays present in every book dealing with modern explanation of theory of probability.
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