|
Lifting Unit for Formula Car
Havel, Jan ; Hejtmánek, Petr (referee) ; Blaťák, Ondřej (advisor)
In this thesis, the author deals with structural design of lifting unit for the formula car. First, he searches in the currently used solutions, followed by selection of appropriate accessories, a preliminary analytical calculation and stress analysis model. In the last part, there is made economic and weight balance.
|
|
Modely finančních časových řad a jejich aplikace
Kladívko, Kamil ; Arlt, Josef (advisor) ; Witzany, Jiří (referee) ; Cipra, Tomáš (referee)
I study, develop and implement selected interest rate models. I begin with a simple categorization of interest rate models and with an explanation why interest rate models are useful. I explain and discuss the notion of arbitrage. I use Oldrich Vasicek's seminal model (Vasicek; 1977) to develop the idea of no-arbitrage term structure modeling. I introduce both the partial di erential equation and the risk-neutral approach to zero-coupon bond pricing. I briefly comment on affine term structure models, a general equilibrium term structure model, and HJM framework. I present the Czech Treasury yield curve estimates at a daily frequency from 1999 to the present. I use the parsimonious Nelson-Siegel model (Nelson and Siegel; 1987), for which I suggest a parameter restriction that avoids abrupt changes in parameter estimates and thus allows for the economic interpretation of the model to hold. The Nelson-Siegel model is shown to fit the Czech bond price data well without being over-parameterized. Thus, the model provides an accurate and consistent picture of the Czech Treasury yield curve evolution. The estimated parameters can be used to calculate spot rates and hence par rates, forward rates or discount function for practically any maturity. To my knowledge, consistent time series of spot rates are not available for the Czech economy. I introduce two estimation techniques of the short-rate process. I begin with the maximum likelihood estimator of a square root diff usion. A square root di usion serves as the short rate process in the famous CIR model (Cox, Ingersoll and Ross; 1985b). I develop and analyze two Matlab implementations of the estimation routine and test them on a three-month PRIBOR time series. A square root diff usion is a restricted version of, so called, CKLS di ffusion (Chan, Karolyi, Longsta and Sanders; 1992). I use the CKLS short-rate process to introduce the General Method of Moments as the second estimation technique. I discuss the numerical implementation of this method. I show the importance of the estimator of the GMM weighting matrix and question the famous empirical result about the volatility speci cation of the short-rate process. Finally, I develop a novel yield curve model, which is based on principal component analysis and nonlinear stochastic di erential equations. The model, which is not a no-arbitrage model, can be used in areas, where quantification of interest rate dynamics is needed. Examples, of such areas, are interest rate risk management, or the pro tability and risk evaluation of interest rate contingent claims, or di erent investment strategies. The model is validated by Monte Carlo simulations.
|
|
Economy and efficiency analysis of electronic toll in the Czech Republic
Zágorová, Barbora ; Pavel, Jan (advisor) ; Vítek, Leoš (referee)
Diploma thesis presents information about electronic toll system in the Czech Republic with the gist being aimed on economy and effectiveness of the system in use. The theme is discussed in separate parts, where the first part consists of explanation of basic terms about road infrastructure, toll system and its functionality in the Czech Republic. Next part is revealing information about public sector and its economy, efficiency and effectiveness that are essential for measuring public sector, and its administrative costs. In the analytical part is evaluated economy of electronic toll with the usage of findings from administrative costs of electronic toll and with its earning. Electronic toll is analyzed as well from the view where are put into comparison domestic and foreign and their weight on the toll and as well from the view of the amount of truck carriers that were using Czech road system before and after electronic toll was introduced. Part of the analysis compares the administrative costs of electronic toll with administrative costs of other taxes in the Czech Republic and it compares systems of electronic tolling in chosen neighboring countries.
|
|
Stress and deformation analysis of railway bridge over the Morava River
Trávníček, Lukáš ; Profant, Tomáš (referee) ; Fuis, Vladimír (advisor)
This Bachelor Thesis contains stress and strain analysis of the first two parts of the railway bridge in Olomouc with an assessment of changes in the stress and strain when changing the static storage. Firstly, the theoretical basis of rod systems is presented, it is followed by the calculation of normal forces and the stress in rods for both parts separately. The calculations include the load arising from its own weight and from the weight of a train, which is represented by the load at the framework joints. Next, these two parts are connected. For this rod system a stress-strain analysis is also used. In conclusion, stress and strain is calculated for comparison by the finite element method in the program ANSYS Classic.
|
|
Influence of polysaccharides on caffein absorption from beverages
Osecká, Karolína ; Márová, Ivana (referee) ; Pekař, Miloslav (advisor)
This bachelor thesis was focused on investigation of the interaction between the polysaccharide sodium hyaluronan (HA) and the alkaloid caffeine (CAF). The reason why this thesis was focused on study of aqueous solutions of hyaluronan with caffeine is that presence of polysaccharide can slow down the realising from hyalurona-caffeine complex. At first, it was determined whether the photophysical properties of caffeine reacts in different polarity solvents. Based on these results was studied the interaction of caffeine and hyaluronan using the fluorescence. Emission and excitation spectra of caffeine were observed. The HA of molecular weight of 1.7 MDa were chosen for the study of the interactions with the caffeine of concentration the caffeine contained in coffee. The results of interaction that would result to influence the emission properties of CAF, not show. In acidic solutions leading to the formation of various shapes of HA and by centrifugation it was determined whether HA in this form interacts with CAF, which was shown to decrease the absorbance of the supernatant in the CAF. The solution and the mixtures were measured in four types of environment in hydrochloric acid solutions at different pH. The influence of constant addition of caffeine and the HA of molecular weights of 1.7 MDa with different concentrations in different acidic solutions. As a part of the work was to determine how hyaluronan behaves in strongly acidic solution. And then determine the pH in model gastric juices after intake of Coca Cola and Kofola. The obtained results can be used as for description of the behavior of caffeine in the presence of selected polysaccharide.
|
|
Susceptibility weighted magnetic resonance imaging (SWI)
Bačovský, Jaromír ; Bartušek, Karel (referee) ; Starčuk, Zenon (advisor)
Susceptibility weighted magnetic resonance imaging (SWI) seems to be a very promising method usable in the diagnosis of a number of clinical and biomedical applications. Difusse axonal injuries and neurodegenerative diseases to name a few. The goal of my bachelor's thesis was to study the principal methods of magnetic resonance imaging with particular emphasis on susceptibility weighted imaging. Then use this theoretical knowledge for practical implementation of the SWI method to 4,7T/200mm NMR system located at Institute of Scientific Instruments of the ASCR, v.v.i. It was necessary to create an image calculated software, which is capable of enhancing contrast caused by magnetic susceptibility differences as they manifest themselves in local phase changes between tissues. Few basic problems had to be solved. The phase image was filtered by a high pass filter, a Phase Mask was created from adjusted image, which is generated from phase unwrapped image. To varify the SWI method, samples were designed, which have the desired magnetic properties. During the initial phase of experimenting, hen's eggs were used and then citrus fruits with nanoiron, CaCl2, Zn and AgCl. We investigated basic parametres and settings of the MRI measurements that affect final susceptibility weighted image.
|
|
Crossbeam of traveller crane 36 000 kg
Čiscoň, Jan ; Pokorný, Přemysl (referee) ; Mynář, Břetislav (advisor)
Purposes sight work be formed "technical documentation crossbeam of traveller cra-ne". Engaged example contained these input conditions: lifting capacity 36000 kg, span bridge 23,1m, weight chick 5800kg, wheel track chick 2400 mm, wheel base chick 2700 mm, self-weight main beam 10000 kg. First was processed estimate acting force and reaction to crossbeam. Further was solving check calculation cross-section crossbeam. Proposed crossbe-am be with direct upper boom. Further feature proposed crossbeam they are: traversing whe-els, terminal bumpers and abut moulding. Was processed drawing composition and drawing basis crossbeam. Lastly was drawn using literature and numbering drawing.
|
|
Využití ukazatele EVA při hodnocení výkonnosti společnosti MND a.s.
Antošová, Lucie
The aim of this thesis is to propose measures to improve performance of the company MND a.s. based on the evaluation of the performance of the examined company and comparison with the comparable companies. The literature review deals with the basic aspects related to enterprise performance evaluation. In practical part is theoretical knowledge applied to the specific company MND a.s. and to its competitors. First is evaluated financial situation of the companies. Subsequently, are calculated economic values added by using the transformation of accounting data on net operating assets, net operating profit after taxes and are calculated weighted average cost of capital. At the end is MND a.s. compared with entire branch by system INFA.
|
|
Basel II. and the calculation of the capital requirement relating to credit risk
Netolická, Klára ; Blahová, Naděžda (advisor)
The bachelor thesis focuses on the calculation of the capital requirement concerning credit risk from the perspective of the Basel II. capital agreement. Firstly, a broader framework is introduced, treating capital adequacy and the preceding concepts that were followed by the Basel II. approaches. Subsequently, the thesis deals with two alternative calculations between which banks can choose -- the standardized approach and the internal ratings based approach, with an emphasis on the latter. The author proceeds from a general formulation of the calculation to its particular elements. Fairly detailed treatment is given to the inference of the risk weight function and to the methods of estimating the probability of default, one of the function's parameters.
|
|
Stock markets comparison in Central and Eastern Europe
Michalovský, Michal ; Žilák, Pavel (advisor) ; Veselá, Jitka (referee)
This thesis compares stock exchanges in Central and Eastern Europe. It covers exchanges of Prague, Budapest, Warsaw, Bucharest, Ljubljana, Zagreb, Vienna, and Istanbul. At first, all the exchanges are briefly introduced including naming five most liquid stocks. Selected market specifics are then compared including supported order types, tick sizes, fees policy, trading hours, safety breaks, taxes, market capitalization, and weights in global stock indices. Lastly, a comparison of trading activity is provided and analysis of important feature of trading -- liquidity is performed calculating selected liquidity measure for each market.
|
guest ::
