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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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Calibration of reflective prisms
ŠIMEK, Miroslav
This bachelor thesis is dealing with calibration of reflective prisms for total stations used by the Department of Landscape Management. Part of this thesis was associated with field measurement. In thesis are determined standard deviation of the measured lengths and values of additive constants for each total station and reflective prism. Results are compared with data provided by the manufacturer. The theoretical part is dedicated to metrology, electronic distance meters and reflective devices.
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Výzkum metod a rozvoj předpovědních modelů pro potřeby povodňové ochrany: Rozvoj a aplikace hydrologických modelů na předpovědních centrech ČHMÚ
Český hydrometeorologický ústav, Praha ; Březková, Lucie ; Soukalová, Eva ; Dydowiczová, Dana ; Younis, Jalal Hasan ; Kotek, Radovan ; Šrejber, Jan ; Boříková, Lenka ; Kopeček, Pavel ; Vaclík, Luboš ; Vlasák, Tomáš ; Lett, Petr ; Křovák, Michal ; Hančarová, Eugenie ; Řičicová, Pavla
Předpovědní model pro povodí toků horního Labe se závěrovým profilem Přelouč. Předpovědní model pro povodí Jizery a Sázavy. Předpovědní model pro povodí Vltavy po přítok do Orlíka. Předpovědní model pro povodí Berounky mezi Plzní a Berounem. Předpovědní model pro povodí Ohře po profil Louny. Předpovědní model pro povodí Opavy, Bečvy a dolní Odry. Předpovědní model Hydrog pro povodí Svitavy po soutok se Svratkou a pro povodí Svratky po stanici Židlochovice. Předpovědní model MIKE pro povodí Moravy.
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Výzkum metod a rozvoj předpovědních modelů pro potřebu povodňové ochrany: Rozvoj a aplikace hydrologických modelů na předpovědních centrech ČHMÚ
Český hydrometeorologický ústav, Praha ; Koštěk, Jiří ; Soukalová, Eva ; Dydowiczová, Dana ; Younis, Jalal Hasan ; Kotek, Radovan ; Šrejber, Jan ; Boříková, Lenka ; Kopeček, Pavel ; Vlasák, Tomáš ; Lett, Petr ; Veverka, Michal ; Hančarová, Eugenie ; Řičicová, Pavla
Předpovědní model pro povodí toků horního Labe po Přelouč. Předpovědní model pro povodí Jizery a Sázavy. Předpovědní model pro povodí Vltavy po Orlík. Předpovědní model pro povodí Berounky mezi Plzní a Berounem. Předpovědní model pro povodí Ohře po profil Louny. Předpovědní model pro povodí Opavy, Bečvy a dolní Odry. Předpovědní model Hydrog pro povodí Svitavy po soutok se Svratkou a pro povodí Svratky po stanici Židlochovice.
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The Macroeconomic Analysis with DSGE Models
Průchová, Anna ; Zouhar, Jan (advisor) ; Formánek, Tomáš (referee)
Dynamic stochastic general equilibrium models are derived from microeconomic principles and they retain the hypothesis of rational expectations under policy changes. Thus they are resistant to the Lucas critique. The DSGE model has become associated with new Keynesian thinking. The basic New Keynesian model is studied in this thesis. The three equations of this model are dynamic IS curve, Phillips-curve and monetary policy rule. Blanchard and Kahn's approach is introduced as the solution strategy for linearized model. Two methods for evaluating DSGE models are presented -- calibration and Bayesian estimation. Calibrated parametres are used to fit the model to Czech economy. The results of numeric experiments are compared with empricial data from Czech republic. DSGE model's suitability for monetary policy analysis is evaluated.
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Mobile mapping via GPS, the data processing and visual processing in the OziExplorer programme.
LORENCOVÁ, Petra
The target of this thesis is data collection via pocket PC and GPS receiver, together with data processing and visualization in the OziExplorer programme. To the partial goals belongs the description of the specific parts of mobile mapping from the data collection to their visual processing in this programme. The mapping was done in the area of the national protected zone of the Boubín forest, located in the Bohemian Forest. Before the mapping, it was necessary to study the theory of the GPS system, pocket computer, OziExplorer programme and their practical usage including the operation of all the basic functions of the OziExplorer programme. The subsequent step was configuration of the measuring devices and preparation of the data for mapping. A very important part of the data preparation was a diligent calibration of scanned maps which was essential for reaching correct consecutive measurements. The data collection was done by a pocket computer ASUS A639 with an integrated GPS antenna, operation system Windows Mobile 5.0 CZ, and a PDA version of the programme OziExplorerCE. The data collected from the field work in the area of the national protected zone of the Boubín forest, where the measured route was the educational path called the Boubín forest, were processed in the PC programme OziExplorer. Some corrections were made and the final route was transformed to the 3D model via the programme OziExplorer3D. The result of the thesis is the description of the constituent stages of the mobile mapping from the preparation and the data collecting to the visual processing in the OziExplorer programme and 3D model of the relief of the Boubín forest.
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