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Valuation of financial derivatives
Matušková, Radka ; Hurt, Jan (advisor) ; Zichová, Jitka (referee)
In the present thesis we deal with several possible approaches to financial de- rivatives pricing. In the first part, we introduce the basic types of derivatives and the methods of trading. Furthermore, we present several models for the valuati- on of specific financial derivative, i.e. options. Firstly we describe Black-Scholes model in detail, which considers that the development of the underlying asset price is governed by Wiener process. Following are the jumps diffusion models that are extension of the Black-Scholes model with jumps. Then we get to jump models, which are based on Lévy processes. Finally, we will deal with the model, which considers that the development of the underlying asset price is governed by fractional Brownian motion with Hurst's coefficient greater than 1/2. All models are suplemented with sample examples. 1
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Children crying as a Mean of Communication
MATUŠKOVÁ, Radka
This bachelor´s work is about preschool children´s cry as an expression of some emotions and as a mean of communication with external world. Theoretical part represent cry as one of the negative show of emotions.It deals with their function, importance in life and it shows the difference of cry between the genders. The work also shows its physiological importance. It describes situations which can influence heathy emotional development.This work also deals with some concepts which work with children´s cry as a strategy for understanding preschool children´s emotions and how to work with them. In practical part the qualitative research is done by depth conversation with preschool children´s mothers. The research results shows that there are significant differences in attitude of mothers in case of upbringing their children and in ways of how they are aproaching the emotions of their child.
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Valuation of financial derivatives
Matušková, Radka ; Hurt, Jan (advisor) ; Zichová, Jitka (referee)
In the present thesis we deal with several possible approaches to financial de- rivatives pricing. In the first part, we introduce the basic types of derivatives and the methods of trading. Furthermore, we present several models for the valuati- on of specific financial derivative, i.e. options. Firstly we describe Black-Scholes model in detail, which considers that the development of the underlying asset price is governed by Wiener process. Following are the jumps diffusion models that are extension of the Black-Scholes model with jumps. Then we get to jump models, which are based on Lévy processes. Finally, we will deal with the model, which considers that the development of the underlying asset price is governed by fractional Brownian motion with Hurst's coefficient greater than 1/2. All models are suplemented with sample examples. 1
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Time, space and characters in the story The Little Prince by Antoine de Saint-Exupéry
MATUŠKOVÁ, Radka
Subject of my bachelor´s work is literary theoretical analysis of the story of The Little Prince by Antoine de Saint-Exupéry (1900-1944), which is not only in czech countries known as of the most popular books. Study of categories space - characters - time alows to better understand narrative perspective of the story. In the first part of my work we focus on character of the author of the book, whom I presented a little unusual way, by eyes of two women, who played an important role in his life. We also closely introduced the story of The Little Prince and the book as such. We divided next part into chapters by categories space - characters - time and in each we elaborately attend to according issue. The aim of my study was to point out, by analysing categories mentioned above, the intellectual depth of the story, which is not reflected by the readers in many cases.
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