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Information system for business company
Bartoš, Tomáš ; Eckhardt, Alan (referee) ; Tichý, Tomáš (advisor)
The aim of bachelor thesis is to implement information system based on client-server architecture, which offers storehouse management designed for small and medium bussiness companies. System is designed to meet the requests from practice and to offer two common used principles of calculation of cost price - method of weighted mean and FIFO method (First-in-First-out). The accent is put on graphical user interface and handling simplicity on client side and e±ciency, respecting normal forms and ensuring data integrity on server side. Project is written in C# based on .NET Framework 2.0.
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AnoRaSi - physically-realistic simulator in 3D
Kruták, Andrej ; Pelikán, Josef (referee) ; Tichý, Tomáš (advisor)
AnoRaSi is a program simulating physical environment built of vehicles and the surrounding terrain. This work introduces the reader to techniques used to create this simulator. It explains the need of use of client/server model as the application architecture. Subsequently it describes the way both parts of the model communicate through network interfaces. The destiny of server part of the application is to simulate the world in a physical way. Work describes, how the objects of simulation are created and the way their interaction is achieved. In short it also describes simulated physics attributes of vehicles and also, the way how a race is created from each simulation. Client part enables user to interact with server by presenting him the scene visually and acoustically. Part of this work is showing, how to display the scene and create appropriate sound output.
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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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