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Computational Aspects of Financial Instruments
Petr, Tomáš ; Myška, Petr (referee) ; Hurt, Jan (advisor)
This work deals with the possibilities of financial derivatives pricing. Explained are especially mathematical approaches used for modelling the development of random variables, which represent the evolution of underlying securities and interest rates. Based on this representation is then derived the pricing of various financial derivatives, mainly options, using the risk-neutral probability measure. Both the analytical pricing methods, especially those extending the Black-Scholes formula for European call and put options pricing, and the numerical and simulation pricing methods for modelling prices and interest rates based on assumptions about their distribution are involved. Mentioned are also ARCH and GARCH models for estimation of interest rates and indices distribution parametres. At the end of the work are these methods compared by application on an example of market data. Compared are various models to price the most usual types of options - analytical pricing (if available), underlying security price simulation by construction of binomial tree model, simulation of particular trajectories by Monte Carlo method.
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Changes in the composition and localization of gangliosides in cholestasis associated with other markers of pathological processes in hepatocytes.
Petr, Tomáš ; Muchová, Lucie (advisor) ; Mičuda, Stanislav (referee) ; Befekadu, Asfaw (referee)
This thesis is focused on the study of glycosphingolipids in the rat liver in different types of cholestasis and the effect of oxidative stress on changes in the composition and localization of gangliosides. First, it was necessary to optimize the immunochemical detection of glycosphingolipids. GM1 ganglioside was selected as a representative of a large glycolipid family. We found that minimum water content in the fixing solution was a key condition for fixation of histological sections. Optimized method of GM1 detection was subsequently used in in vivo experiments. We have demonstrated that estrogen-induced cholestasis characterized by high concentrations of bile acids and increased oxidative stress caused changes in the synthesis and distribution of liver gangliosides. HMOX induction is associated with a reduction in oxidative stress level and accompanied by normalization in GSL content. In experiments with obstructive cholestasis, we found that changes in the distribution and synthesis of gangliosides were not strictly specific to a particular type of cholestasis. We assume that it represents a general mechanism of hepatoprotection. We also confirmed the important role of bilirubin, product of HMOX reaction, in protection of hepatocytes against oxidative damage caused by high concentrations of...
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The engine unit of forestry harvestor
Petr, Tomáš ; Škopán, Miroslav (referee) ; Kašpárek, Jaroslav (advisor)
At the beginning of bachelor´s thesis is description of harvester and its main parts. Then research of four six – wheeled forestry harvesters was developed. Features of compared harvesters are similar to the task. The next point was theoretical part with equations needed for calculation of rolling and inertial resistances. Based on the theory an enumeration of powers of particular driving modes was done. Then performances for work devices of harvester were calculated. From the single values were determined total powers of machine, which were transparently organized into table and graph. Based on the maximal total power were chosen three appropriate engines. From the three was selected the most suitable one.
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Road carrier's liability for parcel damage
Petr, Tomáš ; Švarc, Zbyněk (advisor) ; Štěpánek, Petr (referee)
This Bachelor 's thesis analyses the road carrier's liability for parcel damage. The purpose of this Bachelor 's thesis is to offer an overview of current legislative situation in domestic and international carriage of goods. Special attention is dedicated to carrier 's liability in domestic and international transport of goods. It 's very important to keep balance between the rights and duties of both the carrier and the shipper. In fact this Bachelor 's thesis consists of 6 chapters. The starting point of this thesis is to introduce the importance of carriage of goods by road and describe basic terms such as the carrier and the shipper or international and domestic carriage of goods. Next chapter presents the applicable sets of rules, which can govern the contract of carriage in transport and names sources of law used in the field of carriage of goods. The fourth chapter describes types of contracts that can be used for domestic and international carriage. The fifth chapter describes road carrier's liability for parcel damage, loss and other damages and mentions the possibilities of compensation methods, the content of compensation and damages. The conclusion can be found in the sixth chapter. I summarize here the main aspects of the domestic and international carriage of goods.
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Flood protection in agriculturally used and urbanized landscape
PETR, Tomáš
This thesis deals with different kinds of floods and flood control measures that contribute to the alleviation of human and material losses during flood conditions.This paper outlines the main theoretical concepts on the subject of the flood, the reader is familiar with crisis situations and also with the recommended procedure, How to behave during a flood. The practical part includes a choice of two areas, their detailed characterization, description built flood protection measures and their ability to intercept and divert excessive and prolonged rainfall on agricultural land and urban areas. The work is also a number of tables, figures and photos for a better idea and understanding of the topic. The list of references from which it was drawn is given in the final part.
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Development of state 1:5 000 maps - derived
PETR, Tomáš
The aim of the thesis is to provide an overview of gradual development of the map series called State Maps 1:5 000 ? derived. From 1945 maps of large scale were required for all types of design work, in particular in the most suitable scale for design, i.e. 1:5 000. Therefore it was decided to prepare ?State Map 1:5000 ? economic? SHM5 being the original one containing planimetry and altimetry of the whole state territory. Since preparation of the original economic map proceeded slowly, it was approached to creation of a temporary map 1:5 000 so called ?State Map 1:5 000 ? derived SMO-5?, which is the subject of my Bachelor?s Thesis. As the name indicates it was a map composed from available materials. Currently SMO-5 has been fully replaced with State Map 1:5 000 (SM-5), which is raster or vector. This thesis provides a total summary of all activities carried out to prepare SMO-5 starting with preparatory work (availability of map sheets and other graphic materials), total creation, layout, identification and dividing of map sheets, control work, issue of SMO-5 map up to creation of map markers according to basic stipulations and altimetric ratios. SM-5 overview, including summary of the existing technology, use of SM-5 digital form and overall assessment of quality and accuracy of planimetry and altimetry concurrently evaluating also SMO-5 creates an individual chapter.
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Escapes trainees from educational institution
PETR, Tomáš
The aim of my thesis was to find the possible reasons for escapes of trainees from the Educational Institution in Nový Jičín. The theoretical part offers a brief summary of the topics important for understanding the issues of escaping and their relations. There is a description of characteristics of the adolescence period from the development point of view, specification of behaviour disorders with particular symptoms and classification of behaviour disorders. The thesis also refers to the applicable legislation dealing with the care for children at educational institutions, including specification of the preventive measure, institutional upbringing and protective upbringing. The last part of the thesis focuses on a particular educational institution, specifies the workplace and its aims. The practical part deals with the question what leads individuals to escaping from the institution and whether the seasons of the year influence the escape frequency. A quantitative research was performed; the data were evaluated by means of a questionnaire and secondary data analysis. The research results are also evaluated in this part.
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