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Information system for business company
Bartoš, Tomáš ; Eckhardt, Alan (oponent) ; Tichý, Tomáš (vedoucí práce)
Cielom práace je implementácia informačného systému založeného na architektúre klient-server, ktorý bude poskytovať skladového hospodárstvo určené pre malé a stredné obchodné spoločnosti. Systém je navrhnutý tak, aby zodpovedal požiadavkám z praxe a poskytol dve používané metódy oceňovania skladu - oceňovanie váženým priemerom a oceňovanie FIFO (z angl. First-in-First-out). Doraz je kladený na grafické užívatelské prostredie a jednoduchosť ovládania na strane klienta a na efektívnosť, dodržiavanie normálnych foriem a zabezpečenie integrity dát na strane servera. Projekt je napísaný v jazyku C# s podporou .NET Framework 2.0.
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AnoRaSi - physically-realistic simulator in 3D
Kruták, Andrej ; Pelikán, Josef (oponent) ; Tichý, Tomáš (vedoucí práce)
Anorasi je program simulujúci fyzické prostredie tvorené automobilmi a okolitým terénom. Táto práca zoznamuje čitateľa s postupom vytvorenia tohoto simulátora. Vysvetľuje nutnosť použitia modelu klient/server ako architektúru aplikácie a následne aj spôsob komunikácie oboch častí tohto modelu medzi sebou cez sieťové rozhrania. Serverová časť aplikácie slúži na vlastné simulovanie fyzického prostredia. Práca popisuje vytvorenie jednotlivých objektov simulácie, spôsob, akým je dosiahnutá ich vhodná vzájomná interakcia, v stručnosti popisuje aj simulované fyzikálne vlastnosti vozidiel a taktiež spôsob akým sa z jednotlivých simulácií vytvárajú závody. Klientská časť slúži na poskytnutie grafickej a zvukovej interakcie medzi užívateľom a serverom. Časť práce sa preto zaoberá aj zobrazovaním prostredia a ozvučením vlastnej simulácie.
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The Bandwidth Selection in Connection to Option Implied Volatility Extraction
Tichý, T. ; Kopa, Miloš ; Vitali, S.
Among various kinds of options we can found at the market, some are traded at organized exchanges and therefore are quite liquid, while others are traded only between particular parties. Whereas there is no need to look for a model to price liquid exchange traded options, since their price is generally accepted by the demand and supply, for illiquid or even exotic options new efficient models are still developed. The current market practice is to obtain the implied volatility of liquid options as based on Black-Scholes type (BS hereafter) models. The focus of this paper is to study the behavior of IV and SPD for several kernel functions and with respect to different choices of bandwidth parameter h. Specifically, we show several interesting implications of the change of h on the violation of no arbitrage condition and the total area of SPD under zero.
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Optical properties of historical paint pigments under near infrared (NIR) radiation
Blažek, Jan ; Zitová, Barbara ; Tichý, T. ; Vašutová, V.
The knowledge of paint pigments' optical characteristics enables the selection of an appropriate imaging methodology for non-invasice artwork investigation. i. e. optimising the visibility of preparatory layers using conventional photographic cameras modified for data acquisition in the near infrared wavelength range. This contribution deals with the limits of this simple method in the analysis of selected common pigments used in prepared canvas mock-ups with typical structure including ground layer and underdrawings of various compositions.
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On the pricing of illiquid options with Black-Scholes formula
Tichý, Tomáš ; Kopa, Miloš ; Vitali, S.
Detecting the fair, ie. no-arbitrage, price of an option is a very interesting and challenging task of quantitative finance. It results mostly from the fact that the option payoff is nonlinear and the price can be very sensitive to the changes of underlying factors (especially ATM options). From the other point of view, ATM vanilla options are often traded and liquid, while deep ITM and OTM options are mostly illiquid and it is difficult to estimate the model parameters. Another issue is how to obtain the market assumptions about riskless rate relevant for the option maturity and the future expected dividends. In this paper we focus on a particular problem of extracting parameters to value options on dividend paying stocks via BS model using real data from German option market.
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Tyrosine-based prodrugs of acyclic nucleoside phosphonates
Tichý, Tomáš ; Pomeisl, Karel ; Krečmerová, Marcela ; McKenna, Ch. E.
Prodrug approach based on masking of a phosphonate function by ester linkage to a tyrosine promoiety has been developed. Results demonstrate that tyrosine is a promoiety providing drug conjugates with good chemical stability, bioavailability and efficient activation to active drug species. Another properties like metabolic stability and antiviral activity can be tuned by modification of the carboxyl function of the promoiety. Phosphonate monoester prodrugs were prepared by PyBOP coupling of a protected tyrosine promoiety with suitably derivatized phosphonate function of the parent drug. Phosphonate diester prodrugs were prepared by "synthon" approach, emloying alkylation of purine nucleobase with pre-prepared PME synthons bearing two protected tyrosine promoieties.
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New amphiphilic prodrugs of adefovir and cidofovir
Tichý, Tomáš ; Andrei, G. ; Dračínský, Martin ; Holý, Antonín ; Balzarini, J. ; Snoeck, R. ; Krečmerová, Marcela
New adefovir (PMEA) prodrugs with a pro-moiety consisting of decyl(oxyethyl) chain bearing hydroxyl function(s), hexaethyleneglycol or a (5-methyl-2-oxo-1,3-dioxolen-4-yl)methyl unit were prepared from the tetrabutylammonium salt of the phosphonate drug and an appropriate alkyl bromide or tosylate. Analogously, two esters of Cidofovir [(S)-HPMPC] bearing a hexaethyleneglycol moiety were prepared. The antiviral activity of the prodrugs was evaluated in vitro. A loss in the antiviral activities of the hydroxylated decyl(oxyethyl) esters and hexaethyleneglycol esters of PMEA against HIV and herpesviruses. (S)-HPMPC prodrugs exhibited anticytomegalovirus activities in the same range as the parent drug, whereas the anti-HSV and anti-VZV activities were one- to seven-fold lower than that of Cidofovir.
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