National Repository of Grey Literature 191 records found  previous11 - 20nextend  jump to record: Search took 0.00 seconds. 
Financial Risk Management - Comparison of Value at Risk Methods on Stock Portfolios
Yigiter, Yasin Cagri ; Žamberský, Pavel (advisor) ; Taušer, Josef (referee)
Recent developments in the financial sector and with the effects of globalization, restrictions on portfolio investments are in lowest in its history. These improvements help to facilitate fund transfer between countries, which causes high diversity and degree of risk. Also, this situation remarked itself in unexpected bankruptcies of major international financial institutions such as Barings Bank. As a result, international investors and academics forced to discover easy and efficient risk measurement techniques. Value at Risk method has emerged as a result of these requirements. Value at Risk is the maximum loss that value of an asset can experience with a given confidence level over a specific time frame. The purpose of this study compares the calculations of Value at Risk Methods, namely Variance- Covariance Method, Historical Simulation Method, and Monte Carlo Simulation Method. Firstly, ten stocks are chosen randomly from Istanbul Stock Exchange for the analysis. Descriptive statistics of these shares are calculated, to achieve final results. Secondly, normality tests are made to determine the distribution of return series. In the next step, optimal portfolio obtained according to Markowitz model. Finally, Value at Risk values of the optimal portfolio calculated with three different methods.
Neúplnost Evropské Měnové Unie a způsob jak dosáhnout úrovně optimální měnové oblasti
Verner, Martin ; Žamberský, Pavel (advisor) ; Jedlinský, Jakub (referee)
The thesis describes the reasons for the latest issues the European monetary Union has been facing and aims to provide possible solutions in form of correcting the Monetary Union so that crises of large scale are prevented in the future.
Exchange rate risk management in international business
Řeháčková, Michaela ; Jedlinský, Jakub (advisor) ; Žamberský, Pavel (referee)
The aim of this thesis is to explain operations with financial derivatives in the context of risk management by giving the example of the specific Czech company. The theoretical part of the thesis concentrates on the definition and initiation of the exchange rate risk and financial derivatives. In the practical part this theoretical knowledge is applied to the specific Czech company. Key factors affecting an exchange rate risk are identified along with recommendations to improve the company's risk management strategy.
Political factors and corruption and its impact on FDI: case study of the Slovak Republic
Zeman, Adam ; Vymětal, Petr (advisor) ; Žamberský, Pavel (referee)
Foreign direct investment has been one of the main means of transferring and spreading economic progress throughout the world for at least a few decades. Its importance has risen by the technological development and globalization, especially in the second half of the 20th century. Technology and physical factors have become more mobile than ever. Therefore, the influence of country-specific factors such as domestic characteristics of the economy, level of corruption, or political factors on the movement of FDI has risen higher than ever before. The aim of the thesis is to point out whether non-economic factors, such as political factors or corruption, influence the decision to undertake FDI, or not. The thesis is based on the case-study of the Slovak Republic, specifically its automotive industry. The first part of the thesis introduces the main concepts and theories concerning with FDI and portrays its possible influencing factors. The second empirical part of the thesis illustrates the case of the Slovak Republic and its investment environment, specifically in the case of major automotive FDIs of the last two decades.
Mezikorejská ekonomická spolupráce a role obchodu v ní.
Sapelnikova, Anna ; Žamberský, Pavel (advisor) ; Jedlinský, Jakub (referee)
This diploma thesis focuses on the economic cooperation between North Korea and South Korea. This topic is essential to study because not only does it illustrate significant historical affairs, such as division of one nation and a fight for independency, but it also has a serious impact on the global economy. The topic is chosen for several complex reasons. First of all, the issue of South-North relationship is quite interesting in and of itself. Secondly, the economic potential of the East Asian region is exponential. The rising importance of Eastern Asia in the global economy became self-evident. The purpose of the diploma thesis is to study Inter-Korean economic cooperation, determine the role of trade in it, and to find answers for the research questions using quantitative analysis within methodology.
Rusko-čínské ekonomické vztahy a jejich vliv na Rusko
Lapenko, Aleksei ; Žamberský, Pavel (advisor) ; Jedlinský, Jakub (referee)
The establishment of first diplomatic and economic relations between Russia and China has relatively short historical roots despite its geographic proximity. Nevertheless, the substantial growth of trade and investment cooperation between countries gained momentum in the modern time after the fall of the Soviet Union. The increased Russian production of oil and gas together with rise in its prices and rapid development of Chinese economy facilitated their economic interaction over the last decade. However, within last years, Russia faced with the external challenges in terms of slumping oil prices and geopolitical and economic isolation by the Western countries after the annexation of the Crimea peninsula. In this way, Russian government took a decision to make an Asian pivot towards the largest economy in the world - China and, thus, intensifying the already established economic ties. The further progress of Russian-Chinese partnership is going to be dependent on the implementation of the planned strategic initiatives and various external political and economic factors.
Energy security of the Russian Federation with emphasis on cooperation with China
Gulova, Anastasia ; Žamberský, Pavel (advisor) ; Němcová, Ingeborg (referee)
The diploma thesis analyzes energy security of the Russian federation. The thesis provides an overview of the Russian energy sector and looks into its central problems. The Russia-China gas deal and its importance for the Russia energy sector is being examined in this thesis. The main objective of the thesis is to define whether this deal can be considered a solution to the main problems of the Russian energetics, especially its dependence on the European market. This thesis also aims to evaluate the Sino-Russian military, financial and diplomatic cooperation in order to find out whether the relation between Russia and China can be described as a strategic partnership.
Argentine financial crisis
Klapková, Jana ; Žamberský, Pavel (advisor) ; Jiránková, Martina (referee)
Diploma thesis on Argentine financial crisis deals with the biggest financial crisis in the country's history, which took place at the turn of 2001/2002. This paper examines economical and political development before the crisis, what caused it, its impacts and how it could be prevented. The aim of this paper is to analyze the causes of the crisis. The secondary goal of this paper is to assess whether and how this crisis could have been avoided or at least how the effects could be mitigated.
Theory of optimal currency areas and its implications in practice
Havičová, Aneta ; Žamberský, Pavel (advisor)
The submitted thesis focuses on the Economic and Monetary Union and its stability or instability with respect to theory of optimal currency areas. The aim of the thesis is to evaluate whether the current euro area is the optimal currency area, what possible ways of reducing the costs of the common currency exist and what are the economic consequences of a potential breakdown of the Economic and Monetary Union. The analysis of the theory of optimal currency areas is the subject of the first part of this thesis and its criteria are evaluated in the second part. The second part then deals with the economic implications of this theory in practice.
Volkswagen Group and its market position in global economy
Dohnalová, Barbora ; Jiránková, Martina (advisor) ; Žamberský, Pavel (referee)
This bachelor thesis deals with the automotive industry with the main focus on Volkswagen AG. The first chapter discusses history in the automotive industry, new trends and development in this field and history of Volkswagen company. The second chapter analyzes VW from the financial characteristics and deals with its market position. The third chapter is focused on a SWOT analysis of VW Group and next possible developmental trends in the area of automotive production.

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