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Design of Microscope LED Illumination Source
Bartoň, Luboš ; Hartl, Martin (referee) ; Šperka, Petr (advisor)
This master’s thesis deals with the construction design of microscope episcopic LED illumination source and subsequent functional sample realization. Illumination source is compatible with industrial microscope Nikon Eclipse LV150 and designed as a replacement for halogen light source. Way of collecting light is chosen with respect to search analysis results and collector optical element and LED is selected with respect to the analysis of the episcopic illuminator. Two construction designs are designed with respect to the results of photometric analyzes. Optimal design is realized and compared with used lighting sources – halogen and xenon.
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Design of Microscope LED Illumination Source
Bartoň, Luboš ; Hartl, Martin (referee) ; Šperka, Petr (advisor)
This master’s thesis deals with the construction design of microscope episcopic LED illumination source and subsequent functional sample realization. Illumination source is compatible with industrial microscope Nikon Eclipse LV150 and designed as a replacement for halogen light source. Way of collecting light is chosen with respect to search analysis results and collector optical element and LED is selected with respect to the analysis of the episcopic illuminator. Two construction designs are designed with respect to the results of photometric analyzes. Optimal design is realized and compared with used lighting sources – halogen and xenon.
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Option pricing with stochastic volatility
Bartoň, Ľuboš ; Málek, Jiří (advisor) ; Witzany, Jiří (referee)
This diploma thesis deals with problem of option pricing with stochastic volatility. At first, the Black-Scholes model is derived and then its biases are discussed. We explain shortly the concept of volatility. Further, we introduce three pricing models with stochastic volatility- Hull-White model, Heston model and Stein-Stein model. At the end, these models are reviewed.
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Empirická verifikácia Black-Scholesovho modelu na oceňovanie opcií
Bartoň, Ľuboš ; Pígl, Jan (advisor)
Práca sa zaoberá Black-Scholesovým modelom na oceňovanie opcií, na začiatku sú vysvetlené pre odvodenie doležité matematické pojmy,potom je odvodená Black-Scholesova parciálna diferenciálna rovnica a uvedený jej výsledok: Black-Scholesov vzorec. Tento je potom testovaný na reálnych údajoch z trhu (porovnanie vypočítaných a skutočných cien opcií). Na záver je prediskutovaná vhodnosť jeho použitia.
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