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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Bankruptcy triggering asset value for a listed company
 Rojček, Jakub ; Janda, Karel (advisor) ; Gapko, Petr (referee)
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Implied Volatility and Smile
 Rojček, Jakub ; Pígl, Jan (advisor)
In this work author speaks a little in generic about financial derivatives. Then he derives the famous Black-Scholes formula using less precise mathematical apparatus. Afterwards, he will analyze a few volatility models and their applications for creating volatility surface, which is the main goal of both theoreticians and practitioners. As we will see, the theory is yet very deep but unconsolidated. Nevertheless, praxis has gained some nearly sufficient approaches.
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