National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Measurement and management of commodity risk
Pochylý, Lukáš ; Málek, Jiří (advisor) ; Paholok, Igor (referee)
This thesis deals with commodity risk and its context. It concerns the commodity market, types of traded commodities, exchanges on which commodities are traded and pricing method usual for commodity market. The first section of the thesis consists of a theoretical perspective on measuring commodity risk and describes the derivatives used to hedging commodities. In the second section is a key part of the work calculations of the statistical characteristics of commodities, practical methods of measuring risk, modeling Value at Risk, stress scenarios and measuring risk using hedging transactions in the financial market. The aim is to measure the commodity risk for various risk situations on a commodity market.
Analyse of relation between a number of solicitors and the price of public procurement
Pochylý, Lukáš ; Pavel, Jan (advisor) ; Pavel, Jan (referee)
Work tries to find out which explanations at the public procurement market influences or can influence final reached value by letting a public procurement. In theoretical part the work will show how the final price can be influenced by a current version of law and cases where the law was violated. In practical part the work concentrates on linear regression in area of supplement by private cars. The work concerns on the relation between final price and explanatory variables (predicted price, number of proposals, category of contracting administration and stress of a price like evaluation measure. Side goal of the work is discovering of relation between number of applicants and supposed price of public procurement.

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