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Comparison of Cryptographic Libraries in Linux Environment
Bartoš, Milan ; Malinka, Kamil (referee) ; Barabas, Maroš (advisor)
Bachelor's thesis deals with the comparison of the three cryptographic libraries used in the Linux environment. These are GnuTLS/nettle, NSS and OpenSSL. These are compared in terms of support for basic cryptographic functionality (symmetric and asymmetric ciphers, hash algorithms, SSL/TLS), working with hardware tokens and SSL/TLS. Libraries are also compared in terms of API design with a focus on stability and work with certificates and the possibility of more independent use of the library in a single process.
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Financial Analysis of CDO Structures
Dvořáková, Jitka ; Myška, Petr (advisor) ; Bartoš, Milan (referee)
This thesis deal with structured products which term is Collateralized Debt Obligations. Thesis describe mechanism, how this structures are working, pricing methods, which are using copula function and solve problems with choise of collateral pool, which substantially determine results of quantitative analysis of this products. Finally are these methods and results of quantitative analysis applied to the fictive collateral pool.
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Mortgage Bonds
Matuštík, Ondřej ; Bartoš, Milan (advisor) ; Hurt, Jan (referee)
Nazev prace: Dluhopisy zajistene aktivy (ABS) Autor: Ondfej Matustik Katedra: Katcdra pravdepodobnosti a matematicke statistiky Vedouci diplomove prace: Mgr. Milan BartoS E-mail vedouciho: mbartos@csas.cz Abstrakt: Diplomova prace se zabyva cennymi papiry krytymi aktivy (Asset backed securities, ABS). PodrobnC popisuje jejich strukturu a jejich procesni zpracovani, kterc se nazyva sekuritizace. Dale obsahuje pojednani o specialnich spolecnostech (SPY), ktere jsou pro cenne papiry krytc aktivy klicove. Prace rozebira faktory, kterc z velkc casti ovlivnuji proces sekuritizace, a ukazuje, za jakych podmfnek se vyplati emitovat cenne papiry kryte aktivy. Podrobne je zpracovan model sekuritizace vyrobniho podniku, kde jsou budouci vynosy a naklady modclovany pomoci nahodnych velicin. V dalsi casti popisuje sekuritizaci ccnnych papiru. Detailne se zabyva jejich ratingcm a pravdepodobnosti defaullu. Pozornost je venovana i modelu sekuritizace homogenniho souboru aktiv. V prakticke casti je prace zamefena na model fmancovani vystavby jaderne elektrarny pomoci cennych papiru krytych aktivy, Podrobne rozebira naklady a vynosy jaderne elektrarny. Tyto veliciny jsou pomoci nahodnych velicin simulovany pro odhad budoucich cash flow jaderne elektrarny. Vysledky pomahaji rozhodovat pfi koupi cennych papiru krytych vynosy...
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Financial Analysis of CDO Structures
Dvořáková, Jitka ; Bartoš, Milan (referee) ; Myška, Petr (advisor)
This thesis deal with structured products which term is Collateralized Debt Obligations. Thesis describe mechanism, how this structures are working, pricing methods, which are using copula function and solve problems with choise of collateral pool, which substantially determine results of quantitative analysis of this products. Finally are these methods and results of quantitative analysis applied to the fictive collateral pool.
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The analysis of structured products for small investors
Komačka, Michal ; Hurt, Jan (referee) ; Bartoš, Milan (advisor)
The topic of this thesis is structured products. It describes the basic pricing methods and it explains technique for the estimation of the parameters of random variables simulation. We also explain process for generation of random variable from multivariate normal distribution. In the practical part of this thesis we analyse specific products. We decompose products to components, we simulate price for underlying assets and finally we analyse product as a whole.
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Mortgage Bonds
Matuštík, Ondřej ; Hurt, Jan (referee) ; Bartoš, Milan (advisor)
Nazev prace: Dluhopisy zajistene aktivy (ABS) Autor: Ondfej Matustik Katedra: Katcdra pravdepodobnosti a matematicke statistiky Vedouci diplomove prace: Mgr. Milan BartoS E-mail vedouciho: mbartos@csas.cz Abstrakt: Diplomova prace se zabyva cennymi papiry krytymi aktivy (Asset backed securities, ABS). PodrobnC popisuje jejich strukturu a jejich procesni zpracovani, kterc se nazyva sekuritizace. Dale obsahuje pojednani o specialnich spolecnostech (SPY), ktere jsou pro cenne papiry krytc aktivy klicove. Prace rozebira faktory, kterc z velkc casti ovlivnuji proces sekuritizace, a ukazuje, za jakych podmfnek se vyplati emitovat cenne papiry kryte aktivy. Podrobne je zpracovan model sekuritizace vyrobniho podniku, kde jsou budouci vynosy a naklady modclovany pomoci nahodnych velicin. V dalsi casti popisuje sekuritizaci ccnnych papiru. Detailne se zabyva jejich ratingcm a pravdepodobnosti defaullu. Pozornost je venovana i modelu sekuritizace homogenniho souboru aktiv. V prakticke casti je prace zamefena na model fmancovani vystavby jaderne elektrarny pomoci cennych papiru krytych aktivy, Podrobne rozebira naklady a vynosy jaderne elektrarny. Tyto veliciny jsou pomoci nahodnych velicin simulovany pro odhad budoucich cash flow jaderne elektrarny. Vysledky pomahaji rozhodovat pfi koupi cennych papiru krytych vynosy...
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Comparison of Cryptographic Libraries in Linux Environment
Bartoš, Milan ; Malinka, Kamil (referee) ; Barabas, Maroš (advisor)
Bachelor's thesis deals with the comparison of the three cryptographic libraries used in the Linux environment. These are GnuTLS/nettle, NSS and OpenSSL. These are compared in terms of support for basic cryptographic functionality (symmetric and asymmetric ciphers, hash algorithms, SSL/TLS), working with hardware tokens and SSL/TLS. Libraries are also compared in terms of API design with a focus on stability and work with certificates and the possibility of more independent use of the library in a single process.
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