Home > Search Results: Duben, Josef
Search:
Search Tips :: Advanced Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Valuation of options with stochastic volatility
 Duben, Josef ; Málek, Jiří (advisor) ; Hudec, Patrik (referee)
The thesis is dealing with option pricing. The basic Black-Scholes model is described, along with the reasons that led to the development of stochastic volatility models. SABR model and Heston model are described in detail. These models are then applied to equity options in the times of high volatility. The models and their application are then evaluated.
Detailed record
Double dividend theory and environmental tax reform
 Duben, Josef ; Pavel, Jan (advisor)
This work describes the double dividend theory and environmental tax reform. The theory claims that we can reach the improvement of the environment and reduce the costs of the tax system and therefore decrease the unemployment. We can manage this if we return the revenue of environmental taxes through cuts in distortionary taxes. The first chapter describes theoretical background and the following chapters present models.
Detailed record

See also: similar author names
3 Duben, Jan
Interested in being notified about new results for this query?
Subscribe to the RSS feed.
Digital Repository :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.2
Maintained by admin.invenio@techlib.cz
This site is also available in the following languages:
Česky  English