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Option pricing methods
Chrobok, Viktor ; Gapko, Petr (advisor) ; Vlasáková Baruníková, Michaela (referee)
The diploma thesis is focused on the option pricing methods. There are described basic features of the option contracts and the types of them. Then a description of 6 pricing methods is given - the Black-Scholes model, the French Black-Scholes model, the Binomial Model, the Quadratic approximation model, the Bjerksund-Stersland model and the Jump-Diffusion model. The empirical part contains an analysis of the performance of all models on the real market data. It was shown that all models except for the Jump-Diffusion one fit the data very well, yet it was impossible to determine the best one. The evidence suggests that it is better to plug a few-days-delayed implied volatility than the historical one into all of the models. It was observed that the models for pricing European options are suitable even for the American ones.
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Organization of the auditory cortex and changes in the auditory system in presbycusis.
Profant, Oliver ; Syka, Josef (advisor) ; Vymazal, Josef (referee) ; Chrobok, Viktor (referee)
2. Abstract The aim of my study was to identify specific features of the structure and function of neurons in the auditory cortex of rat and to analyze age-related changes in the inhibitory system (GAD 65 and 67) in the central auditory structures of the same species. Based on the findings in the animal model we focused on changes in the central part of the auditory pathway and auditory cortex in aging human population that were examined by various MRI techniques (spectroscopy, morphometry, diffusion tensor imaging and functional MRI). We found that the most significant feature of neurons in the auditory cortex is the presence of the hyperpolarization-activated cation current that influences functional properties of neurons. The differences among neurons in different fields of the AC were based on their specific functional characteristics, with the tonotopy being the key factor of the AC structural organization. Aging of the auditory system has a negative influence on the speech understanding in which the processing of temporal parameters of the sound plays a significant role. In animal experiments we observed decreases of the enzymes GAD65 and 67 (that catalyze synthesis of the main inhibitory neurotransmitter GABA) in central parts of the auditory system. Inhibition is the key factor in coding and...
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Risk factors for Reinkeho edema and the possibility of their influence
Pavelec, Václav ; Slípka, Jaroslav (advisor) ; Sobotka, Pavel (referee) ; Chrobok, Viktor (referee)
1) The emergence Reinkeho edema significantly contributes to menopause. It is one of the most important factors. Our data suggest that it would not be so if they were women hormonally substituted. The second most important moment for the recurrence of RE are manifestations of gastroesophageal reflux. It can be accompanied by reflux laryngofaryngeálnlm, but not necessarily. It seems that its influence may be indirect, through vagal innervation (reflex). Uncover and reflux time it zaléčit proton pump is essential for proper treatment. Diagnostic methods are different with regard to the patient's good to find the least burdensome method. Dynamic scintigraphy of the esophagus is in such examination. Antibodies against HP in the stool indicate the need to treat helikobakteriózu regardless of the extent of gastrointestinal symptoms. Essential for initiation of drug treatment finding Reinkeho edema as one of the manifestations of GERD. HP eradication can be achieved by the use of proton pump inhibitors. In refractory cases the H + blocker or associated with typical gastroenterological problems, we recommend to treat the patient with antibiotics and chemotherapeutics Smoking has a significant influence on the RE, especially if the patient stops smoking after surgery, relapse escapes with great hope. We do not at...
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Application of Optical Endoscopic Methods in Diagnostics of Head and Neck Mucosal Tumors
Šatanková, Jana ; Chrobok, Viktor (advisor) ; Pellant, Arnošt (referee) ; Zeleník, Karol (referee)
Diagnosis of laryngeal and hypopharyngeal cancer is often in advanced stages of cancer, resulting in elimination of the possibility of treatment with the least mutilating effect for the patient. The huge progamination. ress in diagnostic process of mucosal tumors of the head and neck has been started with the development of new optical endoscopic imaging methods that are able to visualize initiating discrete mucosal changes with pathological vascularization easier and more accurately. The aim of this dissertation is to evaluate the benefit of Narrow Band Imaging (NBI), especially in the differentation of benign, precancerous and malignant changes in three groups of patients, it means in preoperative diagnostics in outpatient department (group I), during the endoscopic surgery (group II) and also in follow-up of patients after curative radiotherapy (group III). The vascular changes within the observed lesion or in close contact with the laryngeal/hypopharyngeal lesion were classified according to two classifications (Ni and Arens) and subsequently correlated with the histopathological results. The dissertation confirmed that NBI plays a key role in early detection of precancerous and malignant changes, in discrimination between benign and malignant vascular patterns with statistical significance. We...
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Organization of the auditory cortex and changes in the auditory system in presbycusis.
Profant, Oliver ; Syka, Josef (advisor) ; Vymazal, Josef (referee) ; Chrobok, Viktor (referee)
2. Abstract The aim of my study was to identify specific features of the structure and function of neurons in the auditory cortex of rat and to analyze age-related changes in the inhibitory system (GAD 65 and 67) in the central auditory structures of the same species. Based on the findings in the animal model we focused on changes in the central part of the auditory pathway and auditory cortex in aging human population that were examined by various MRI techniques (spectroscopy, morphometry, diffusion tensor imaging and functional MRI). We found that the most significant feature of neurons in the auditory cortex is the presence of the hyperpolarization-activated cation current that influences functional properties of neurons. The differences among neurons in different fields of the AC were based on their specific functional characteristics, with the tonotopy being the key factor of the AC structural organization. Aging of the auditory system has a negative influence on the speech understanding in which the processing of temporal parameters of the sound plays a significant role. In animal experiments we observed decreases of the enzymes GAD65 and 67 (that catalyze synthesis of the main inhibitory neurotransmitter GABA) in central parts of the auditory system. Inhibition is the key factor in coding and...
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Option pricing methods
Chrobok, Viktor ; Vlasáková Baruníková, Michaela (referee) ; Gapko, Petr (advisor)
The diploma thesis is focused on the option pricing methods. There are described basic features of the option contracts and the types of them. Then a description of 6 pricing methods is given - the Black-Scholes model, the French Black-Scholes model, the Binomial Model, the Quadratic approximation model, the Bjerksund-Stersland model and the Jump-Diffusion model. The empirical part contains an analysis of the performance of all models on the real market data. It was shown that all models except for the Jump-Diffusion one fit the data very well, yet it was impossible to determine the best one. The evidence suggests that it is better to plug a few-days-delayed implied volatility than the historical one into all of the models. It was observed that the models for pricing European options are suitable even for the American ones.
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Risk factors for Reinkeho edema and the possibility of their influence
Pavelec, Václav ; Slípka, Jaroslav (advisor) ; Sobotka, Pavel (referee) ; Chrobok, Viktor (referee)
1) The emergence Reinkeho edema significantly contributes to menopause. It is one of the most important factors. Our data suggest that it would not be so if they were women hormonally substituted. The second most important moment for the recurrence of RE are manifestations of gastroesophageal reflux. It can be accompanied by reflux laryngofaryngeálnlm, but not necessarily. It seems that its influence may be indirect, through vagal innervation (reflex). Uncover and reflux time it zaléčit proton pump is essential for proper treatment. Diagnostic methods are different with regard to the patient's good to find the least burdensome method. Dynamic scintigraphy of the esophagus is in such examination. Antibodies against HP in the stool indicate the need to treat helikobakteriózu regardless of the extent of gastrointestinal symptoms. Essential for initiation of drug treatment finding Reinkeho edema as one of the manifestations of GERD. HP eradication can be achieved by the use of proton pump inhibitors. In refractory cases the H + blocker or associated with typical gastroenterological problems, we recommend to treat the patient with antibiotics and chemotherapeutics Smoking has a significant influence on the RE, especially if the patient stops smoking after surgery, relapse escapes with great hope. We do not at...
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Generalisation of Cournot oligopoly model for more players
Nehasil, Václav ; Chrobok, Viktor (advisor) ; Zouharová, Martina (referee)
This thesis deals with oligopolistic market and situations occurring in it. Its aim is to approximate basic principles and rules, which relate to oligopoly. Thesis is limited to the situation when the products of all firms are homogeneous and these firms compete only by the produced quantities. Models of Cournot and Stackelberg are introduced in it. The possibilities of cooperation are being researched using the theory of games. Solved mathematical problem is attached to each of these models and it demonstrates all the procedures properly. Derivation of general formulas, if all cost and price functions are linear, is located in the second part of the thesis. Their utilization is demonstrated on solved mathematical problem and verification of them is located there.
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Optimalizace těžby přírodních zdrojů
Chrobok, Viktor ; Dlouhý, Martin (advisor) ; Kodera, Jan (referee) ; Vošvrda, Miroslav (referee)
The thesis describes various modifications of the predator-prey model. The modifications are considering several harvesting methods. At the beginning a solution and a sensitivity analysis of the basic model are provided. The first modification is the percentage harvesting model, which could be easily converted to the basic model. Secondly a constant harvesting including a linearization is derived. A significant part is devoted to regulation models with special a focus on environmental applications and the stability of the system. Optimization algorithms for one and both species harvesting are derived and back-tested. One species harvesting is based on econometrical tools; the core of two species harvesting is the modified Newton's method. The economic applications of the model in macroeconomics and oligopoly theory are expanded using the methods derived in the thesis.
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