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By-laws of a bank
Chudoba, Martin ; Liška, Petr (advisor) ; Elek, Štefan (referee)
of the Thesis "By-laws of a bank" My thesis is dedicated to the by-laws of a bank in the Czech Republic, which are often considered to be the most important document of not only a bank, but also a joint-stock company in general. The main goal of this work is to map and describe the present situation concerning the legal regulation of by-laws of a bank in the domestic law. The first chapter briefly outlines the historical development of the corresponding regulation. In a retrospective manner, we are introduced to acts relevant to the bank's by-laws before the contemporary legal framework, consisting of Act No. 513/1991 Coll. (the Commercial Code) and Act. No. 21/1992 Coll. (on Banks), was adopted. The secondary purpose of this chapter is to familiarize the reader with the statutory enactment of banking industry during the period of communism since 1948. In the second chapter, evolution of the term "bank" itself in the context of Act on Banks is explained. The difference between legal definition and factual meaning of a bank is emphasized. The third and the most comprehensive part describes the by-laws of a bank themselves in the view of both above mentioned acts. By-laws' significance, character, processes of adoption and amendments, validity, force and other aspects are discussed along with their...
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Transformation of data in the framework of dynamic decision making
Chudoba, Martin ; Jirsa, Ladislav (advisor) ; Kalina, Jan (referee)
Nazev pram: Transformace finnncnich dat, urcenyeh pro dynamicke rozhodovam Autor: Martin Cliudoba Katedra (ustav): Katedra pra.vdepodolmosti a matcrnaticke statistiky Vedouci bakalafsko prace: UNDr. Ladislav Jirsa, PhD. E-mail vedouciho: jirsaPutia.cas.cz Abst.rakt: V pfcdlo/eiic praci je pfibh'zen problem optimalm'ho rozhodovani pfi bur/oviiim obchoclovani s tzv. ''financial futures", tj. s ternrinovaiiymi finaric.iiimi obchody. rl'ato uloha je prevedena do zjediioduHrnrlio inatcinatif;k{''ho modolu, ktery je fesitolny za pomori metod Bay(5Ko\sk6ho odhadovani. Fitianenf data jsou inodelovana autoregreHiiim modelein a norinalniin sumc'in, jelikoz ji; ji/ vyvinu- ta rada iiastrojii ])rod])C)kladaju'kih pravc normalni KUIII, kt.erc slou/i k prcdikci vyvoje c-eny na trim. Illaviiim eileiii letcj ]jrace je ])orovnavani vyhodnosti riiznych transforniacf vstupnicli dat tak, al>y jojich sum mcl iionualuf rozdelem' a tudi'z aby predikce ceny byla. eo iiejijfesnejsi. Pfislusuy algoritiuus je uaprogramoYan v jazyce Mat.lab; prezeiita.ee dosazenyt'h vysledku tvoff zaverefniou f:ast teto praco. Klfrova slo\'a: Hayesovskr odhadovanf, finanm., trausformare dat Title: Transforniation of data, in the franunvork of dynamic1, decision making Author: Martin Cliudoba Department: Department of Probability and Mathematieal...
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Credit Default Swap
Kratochvíl, Matěj ; Chudoba, Martin (advisor) ; Hurt, Jan (referee)
of the Bachelor Thesis Title: Credit Default Swap Author: Matěj Kratochvíl Department: Department of Probability and Mathematical Statistics Supervisor: Mgr. et Mgr. Martin Chudoba Abstract: The thesis deals with basic credit derivative - credit default swap. The aim of the first part is to explain its mechanism, contract elements, settlement, and to show practical examples of investment. The second part attempts to clarify how the arbitrage possibilities between bond market and credit derivatives market drive credit default swap prices to a certain range. Further there is presented a simple pricing model and possibilities of its exploitation. Examples are provided for better understanding. The third part focuses on counterparty default risk in credit default swap. Keywords: CDS, default intensity, credit risk
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Credit Default Swap
Kratochvíl, Matěj ; Chudoba, Martin (advisor) ; Hurt, Jan (referee)
of the Bachelor Thesis Title: Credit Default Swap Author: Matěj Kratochvíl Department: Department of Probability and Mathematical Statistics Supervisor: Mgr. et Mgr. Martin Chudoba Abstract: The thesis deals with basic credit derivative - credit default swap. The aim of the first part is to explain its mechanism, contract elements, settlement, and to show practical examples of investment. The second part attempts to clarify how the arbitrage possibilities between bond market and credit derivatives market drive credit default swap prices to a certain range. Further there is presented a simple pricing model and possibilities of its exploitation. Examples are provided for better understanding. The third part focuses on counterparty default risk in credit default swap. Keywords: CDS, default intensity, credit risk
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By-laws of a bank
Chudoba, Martin ; Liška, Petr (advisor) ; Elek, Štefan (referee)
of the Thesis "By-laws of a bank" My thesis is dedicated to the by-laws of a bank in the Czech Republic, which are often considered to be the most important document of not only a bank, but also a joint-stock company in general. The main goal of this work is to map and describe the present situation concerning the legal regulation of by-laws of a bank in the domestic law. The first chapter briefly outlines the historical development of the corresponding regulation. In a retrospective manner, we are introduced to acts relevant to the bank's by-laws before the contemporary legal framework, consisting of Act No. 513/1991 Coll. (the Commercial Code) and Act. No. 21/1992 Coll. (on Banks), was adopted. The secondary purpose of this chapter is to familiarize the reader with the statutory enactment of banking industry during the period of communism since 1948. In the second chapter, evolution of the term "bank" itself in the context of Act on Banks is explained. The difference between legal definition and factual meaning of a bank is emphasized. The third and the most comprehensive part describes the by-laws of a bank themselves in the view of both above mentioned acts. By-laws' significance, character, processes of adoption and amendments, validity, force and other aspects are discussed along with their...
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Transformation of data in the framework of dynamic decision making
Chudoba, Martin ; Kalina, Jan (referee) ; Jirsa, Ladislav (advisor)
Nazev pram: Transformace finnncnich dat, urcenyeh pro dynamicke rozhodovam Autor: Martin Cliudoba Katedra (ustav): Katedra pra.vdepodolmosti a matcrnaticke statistiky Vedouci bakalafsko prace: UNDr. Ladislav Jirsa, PhD. E-mail vedouciho: jirsaPutia.cas.cz Abst.rakt: V pfcdlo/eiic praci je pfibh'zen problem optimalm'ho rozhodovani pfi bur/oviiim obchoclovani s tzv. ''financial futures", tj. s ternrinovaiiymi finaric.iiimi obchody. rl'ato uloha je prevedena do zjediioduHrnrlio inatcinatif;k{''ho modolu, ktery je fesitolny za pomori metod Bay(5Ko\sk6ho odhadovani. Fitianenf data jsou inodelovana autoregreHiiim modelein a norinalniin sumc'in, jelikoz ji; ji/ vyvinu- ta rada iiastrojii ])rod])C)kladaju'kih pravc normalni KUIII, kt.erc slou/i k prcdikci vyvoje c-eny na trim. Illaviiim eileiii letcj ]jrace je ])orovnavani vyhodnosti riiznych transforniacf vstupnicli dat tak, al>y jojich sum mcl iionualuf rozdelem' a tudi'z aby predikce ceny byla. eo iiejijfesnejsi. Pfislusuy algoritiuus je uaprogramoYan v jazyce Mat.lab; prezeiita.ee dosazenyt'h vysledku tvoff zaverefniou f:ast teto praco. Klfrova slo\'a: Hayesovskr odhadovanf, finanm., trausformare dat Title: Transforniation of data, in the franunvork of dynamic1, decision making Author: Martin Cliudoba Department: Department of Probability and Mathematieal...
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Rounding procedure
Chudoba, Martin ; Zvára, Karel (referee) ; Lachout, Petr (advisor)
In the presented work, we are introduced to the problem of rounding. In the process of numerous human activities, we nd a need, due to various reasons, to divide nite number of objects according to given ratios which cannot be ful lled exactly. Few basic methods have been developed throughout the history, but they were usually designed ad hoc, without appropriate mathematical background. "Fair" method should enjoy several well de ned properties or not allow some undesirable phenomenona. To avoid such paradoxes, restriction to so-called divisor methods is necessary. Within this group, methods should be inspected under additional criteria - mainly the propensity to prefer larger or smaller subjects, bias. Webster's method (Sainte-Lag ue) stands out as the unique unbiased divisor method, also featuring other important qualities. Real data comparison of chosen methods' most important properties is the nal part of this thesis.
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