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Stress testing in quantitative analysis of securitized products
Maťašová, Dominika ; Myška, Petr (advisor) ; Mandl, Petr (referee)
In the present work we study the securitized products of financial markets with focus on collateralized debt obligations. In first part the thesis deals with the reasons behind launching these products, the portfolio, tranches and further on mechanisms how these structures are working. In the second part the thesis describes the valuation methods for which the Markov chains and copula functions are used. Further on follows the practical part with output from the quantitative analysis and at the end the thesis describes the stress testing of particular parametres.
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Stress testing in quantitative analysis of securitized products
Maťašová, Dominika ; Myška, Petr (advisor) ; Mandl, Petr (referee)
In the present work we study the securitized products of financial markets with focus on collateralized debt obligations. In first part the thesis deals with the reasons behind launching these products, the portfolio, tranches and further on mechanisms how these structures are working. In the second part the thesis describes the valuation methods for which the Markov chains and copula functions are used. Further on follows the practical part with output from the quantitative analysis and at the end the thesis describes the stress testing of particular parametres.
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Electronic banking in the world and in the Czech Rebublic
Maťašová, Dominika ; Zichová, Jitka (referee) ; Hurt, Jan (advisor)
Na/ov pracc: Klektronicke hankovnictvi v CK a ve svete Autor: Dominika Mafasova Katcdra: Katcdra pravdepodobnosti a niatcmaticke statistiky Vediici bakalarskej pracc: Doc. RNDr. Jan Hurt, CSc. H-mail veduceho: hurti'^karlin.inlT.cuni.c/ Ahstrakt: Tato praca ma /a cicl" pribli/it" melody priameho bankovnictva u nas a vo svele v sueasnej dobe. poplalk\k spojene s tvmito slu/bami pro obcano\ sUidemov. Dalcj si kladie za del' xislil' preferovane ski/by medzi Studcnlami Ml;l; UK a namodelovanfni siluaeie pou/ivania priameho bankovniclva versus klasiekeho doka/al', klora s metod je pre obcana vyhodnejsia. Kl'ucovc slova: eleklromeke bankovnietvo, home-; internet-; phone-; (iSM-banking, poplatky Title: Electronic banking in C/ech Republic and in the world Author: Dominika Mafasova Department: Department ol'probability and mathematical statistics Supervisor: . RINDr. Jan Hurt, CSc. Supervisor's email: Abstract: This thesis deals with seleeted methods of direct banking here in C'/eeh Republic and the offered sen lees. Inirthermore this thesis proposes to find out preffered services between students MH; UK and to simulate situation of using direct vi*rsus classical banking and (o show which of these methods is preferable for clients. Keywords: electronic' banking, home-; internet-; phone-; CiSM-banking, fees
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Securitization - Analysis and Implications
Maťašová, Dominika ; Komárková, Lenka (advisor) ; Myška, Petr (referee)
In the present work we study the securitized products of ?financial markets with focus on collateralized debt obligations and the impact of fi?nancial crisis on the markets in the world. First part the thesis is focused on the methodology of the reasons behind launching these products, the portfolio, tranches and further on mechanisms how these structures are working. In the second part the thesis teoretically describes the valuation methods for which the Markov chains and copula functions are used. Further on follows the practical part with output from the quantitative analysis and at the end the thesis describes the impacts on economics of di?fferent countries and practically introduces the stress testing as the precaution tool.
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