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Risk management v podniku
Kováč, Róbert ; Hnilica, Jiří (advisor) ; Timko, Alexander (referee)
Cieľom mojej bakalárskej práce je analyzovať potenciálne riziká súvisiace s úverom poskytnutým bankou spoločnosti a to jednak z pohľadu banky a tiež aj z pohľadu spoločností. To je uskutočnené analýzou vybraných častí z podkladov banky súvisiacich z rizikom, a tiež podnikateľského plánu, jeho naplnenia po ukončení, zmeny a vplyvu na faktory ovplyvňujúce riziko.
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Exchange rate risk management in export
Kováč, Roman ; Černohlávková, Eva (advisor) ; Pavlík, Zdeněk (referee)
The thesis describes the issue of exchange rate risk in export and defines basic terminology as well as methods of quantification of this sort of financial risk. Furthermore it analyzes the development of CZK/EUR and CZK/USD as the key currencies in Czech international trade. The main part of the thesis is dealing with the exchange rate risk management and is divided to internal and external according to the forms of its hedging. Introduction of the chosen products available on the Czech market which are widely used for hedging in export follows in the final chapter.
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Interactive Multi-user Virtual Environment
Okon, Hynek ; Máša, Michal (referee) ; Žára, Jiří (advisor)
The thesis proposes an extensive new system for virtual world hosting and management. The system is designed to o er real-time 3D graphical representation of the virtual world, to communicate and exchange data over a public network, to allow for automatic distribution of major changes in the virtual world to client installations, to allow clients to fully de ne the contents of the world and also to create new worlds directly via the client software interface, and to contain active elements programmable by the means of a programming language of sufficient flexibility. A reference implementation of the proposed system is included. The key aspects of the proposed system is that it should be universal, easily extensible and open for other potential virtual world creators. A CD included with the thesis contains source codes and translated executables of the program, with a simple sample database of a virtual world.
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The function of the exchange rate mechanisms ERM II in the Czech Republic's accession to the euro zone
Vaníková, Lenka ; Blahová, Naděžda (advisor) ; Brada, Jaroslav (referee)
The object of this thesis is the revision of the exchange rate mechanisms ERM II from the point of his effect on the Czech Republic's integration process. In this thesis, there are analyzed benefits and risks cussed by ERM II participation and inferred conclusions relevant for the Czech Republic. This thesis is moreover dealing with hypothetic run of the participation of Czech koruna in ERM II and its incidence on fulfillment of exchange rate criterion. Except that there are analyzed reasons for current negative attitude of Denmark, Great Britain and the Northern Ireland and Sweden to third period of the Economy and monetary union.
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Foreign exchange risk management in the company IMP Jablonec
Vaculík, Martin ; Taušer, Josef (advisor) ; Nývlt, Daniel (referee)
The diploma paper offers a complex view on hedging of a foreign exchange risk in a concrete company, which is highly dependent on export. Preliminary theoretical part sums up all the possibilities how to avoid risk, including hedging or financial derivatives. Specific attention is paid to in practise always more popular option strategies. Practical part then try to apply all the acquired knowledge on a concrete company. After the complex analysis of revenues and expenditures is presented analysis and evaluation of the whole hedging strategy.
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Exotic Options and their Feasible Usage as Investment Instruments
Šitavanc, Jan ; Ovčarov, Martin (referee) ; Rejnuš, Oldřich (advisor)
Diplomová práce primárně řeší zda jsou exotické opce vhodné pro zajištění kurzových rizik a přináší návrh vhodné aplikace exotických opcí. Práce je zaměřena na úzkou skupinu exotických opcí, tzv. Path-Dependent opce. Tři často používané typy těchto opcí jsou analyzovány a testovány jak mezi sebou tak pro lepší porovnání i s klasickou vanilla opcí. Hlavním výstupem diplomové práce je návrh vhodného využití testovaných exotických opcí.
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Multivariate GARCH
Maďar, Milan ; Hurt, Jan (advisor) ; Branda, Martin (referee) ; Mazurová, Lucie (referee)
4 Title: Multivariate GARCH Author: Mgr. Milan Mad'ar Department: Katedra pravděpodobnosti a matematické statistiky Abstract: This thesis will examine the regional and global linkages as evi- dence of integration of stock markets in Frankfurt, Amsterdam, Prague and the U.S. Therefore we will utilize the multivariate GARCH approach that investigates the dynamics of volatility transmission of related foreign exchange rates. Also, we will define three basic model classes. For each of the model classes a theoret- ical review, basic properties and estimation procedure with proofs are provided. We illustrate each approach by applying the models to daily market data. The two main aims of the thesis are to discuss and report the existence of regional and global stock markets linkages and provide a comparison of such multivariate GARCH models on the data sample. The main contribution of the thesis is that it treats the data in the context of real development in financial markets and takes into account the real situation during and after the financial crisis of 2008. We find out that the estimated time-varying conditional correlations indicate limited integration among the markets, which implies that investors can benefit from the risk reduction by investing in the different stock markets, especially during the crisis....
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Analysis of investment certificates on the Czech market
Suchánková, Šárka ; Radová, Jarmila (advisor) ; Málek, Jiří (referee)
This bachelor's thesis deals with the subject of investment certificates. The first part of the thesis concentrates on characterising individual types of certificates and specifying risks that are related to these instruments. Information about legal regulation of investment certificates in the Czech Republic is provided here as well. In the second part of the thesis the offer of investment certificates by the Prague Stock Exchange is analyzed from various points of view.
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Minimize risk behauor in the boarding school
Haspeklová, Elen ; Čedík, Miloslav (advisor) ; Žáčková, Hana (referee)
This thesis discusses the issue of risk behavior in a specific environment of the school dormitory. The theoretical part is the first boarding school in the Czech Republic- Open Gate- the boarding school. It describles the unique system of educatianal and preventive care, which was taken over and partially transformed from British boarding school. The practical part is focused on the results of prevention programs and personal questionnaires in Open Gate. In conclusion, the efficiency of the impact of dorm environment on the formation and evolution of risk student behavior is assessed.
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Use of Bond Analysis during Estimating Process of Exchange Rates of Selected Securities
Hejduková, Denisa ; Pfeiferová, Daniela (advisor) ; Jana, Jana (referee)
The diploma thesis uses theoretical knowledge from the literature sources. The diploma thesis characterizes capital market and the securities which are active on the capital market. The main theoretical part of diploma thesis is about bonds.
The practical part of diploma thesis is to analyse and compare the state bond, the bank bond and the corporate bond. All of chosen bonds are active on the Czech capital market.
The analyses of the state bond, the bank bond and the corporate bond are provides by calculating of the intrinsic value (the present value) of the bonds, of the profitability of the bonds and of the duration of the bonds. The analyses consists also from the comparing the liquidity of the bonds and their risk. The diploma thesis includes also a global fundamental analyze.
The final part of diploma thesis is comparing of the results of the analyses of the bonds and also includes the advice for the potential investor which bond is better for investing.
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