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Martingales
Kalužíková, Martina ; Dostál, Petr (advisor) ; Lachout, Petr (referee)
This thesis deals with martingales and other subjects that are closely connected with this area. It provides an overview of the theory regarding Markov times, compensators, martingales themselves and other related topics, for instance martingale measures and predictable representation property. The thesis also contains many examples in order to illustrate and provide a clearer explanation of the subject of martingales. The last chapter of this thesis focuses on the above-mentioned martingale measures and predictable representation property. Furthermore, it includes a nancial interpretation describing how martingales and martingale measures can be understood and used in nances and conducting as well as in determining the business strategy.
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Armed conflicts after the cold war: critical quantitative analysis
Tomeš, Jiří ; Dostál, Petr (advisor) ; Anděl, Jiří (referee) ; Šindler, Petr (referee)
Results and conclusions The end of the Cold War w: )]::'ii .wji" ňi:'ffi.::"Ť:'TffiL?il.":T::JliÍj,:1te.:l re wor'd after the end of World :"^"-?1:q"i]'y motivated rivalry of Gá P;;;;;.';il;l"o o'many politica| and socia| sciences' confrontation period, regíonal i""iiiJ,"""'l'i1.i'" ::"l was producing during the previous 1|t.T9 ."":io"ň',.íi"#"r'Hl.:J.TJI""::'#il.,T: ^*o.á' il..ia";;.ůl"y).'l"u".. rn"." ilJf::i:'r",iJi:tff5il.t: transrorm 1r'. p"ri,it"il"i'/es and processes' the aims' rorms and armed conÍIicts' A"d ^ ílt^l'I"T"r "o"nioJ-"iřií*":.":lt,' map of the world. Many authors specialists have t'o"o,n.,. jf:l:gical motivatioň ;ffi{'.".!:ů"j H:["".'l," ::#*J'*-"jpaper also discusses *,. u.*"T'on.o studying of primary .uu'., of n"* 1unJJjl .řiříťl-. t,r,i.becausecivi' **i"ir...*.,v rrequent term and draws attention ".io i"""*""í .i.ing' ",p.",urrv neanIng of word is a relatively rare ,vp" or int.^át"-ňnJi "Í"ni.o. 1.":T-r .*d armed. conflicts are mosrly condirioned mulrilarbasic facrors, rut urro "oni"*tulri;"í;;|;"":i:,::"T::yl!!*ur, not only by rhe above_mentioned ::..l.T" sifuation, "n*....n:ry (by heritage, exPerience,'internutio*r .it*tň'-fr.i,ion' g,ouu, :ffi :[x"':r#Tiifl#.,:i.:"iii,.+.;ffi ff nřéH,"Hillrjt*"ix'ij:**: Versus (po|ítica|) ".onoň" olt|on carnot be reduced by the tradrtronal...
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Téměř optimální obchodní strategie pro více rizikových aktiv
Tarabić, Aleksandra ; Dostál, Petr (advisor) ; Maslowski, Bohdan (referee)
Assume that we have an~investor who may invests in several risky assets called stocks and in one non-risky asset called bond and that the investor is interested in the expected utility of his/her wealth far in the future. In order to be able to treat the problem, we make several essential simplifying assumptions. First, we assume that the logarithm of the stock market prices is a~multidimensional arithmetic Brownian motion, that the investors pays proportional transaction costs and that the utility function is of a~HARA type. We are able to propose a~strategy that can be called almost optimal in the long run provided that the stock market prices are independent.
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Practical Forms of the Teaching in the Preparatory Education of the Science and Biology Teachers (with a View to Microbiology)
Pavlasová, Lenka ; Dostál, Petr (advisor) ; Vašutová, Jaroslava (referee) ; Čížková, Věra (referee)
Practical Forms of the Teaching in the Preparatory Education of the Science and Biology Teachers (with a View to Microbiology) Presented thesis deals with the practical forms of education used in the practice teaching of the science and biology teachers. Especially the problem of the reflection in this process has been solved, namely in its practical components. Particularly has been focused on one special subject - microbiology. The main object of the thesis consists in a proposal how to innovate the present content of the practical part of a Microbiology Course, which should serve to the education of the students with the specification " Teaching Biology in Primary and Secondary Schools " at Faculty of Education at Charles University in Prague, resp. to the education in its bachelor's part of the structural studies (which are being prepared).
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Designing of the curriculum for vocational education and specific part of the school leaving examination at the secondary school providing four-year course of upper secondary vocational education
Dvořáková, Zuzana ; Dostál, Petr (advisor) ; Švecová, Milada (referee) ; Kubicová, Svatava (referee)
This thesis describes designing of the curriculum for vocational education and of the branch specific part of the school leaving examination. I have set two main targets: 1. To design the Framework Educational Programme (RVP) for the branches with the graduation from the "Ecology and Environment". 2. To observe the approach to the school leaving examination at "střední odborné školy (SOŠ)" (secondary school providing four-year course of upper secondary vocational education) that are focused on the natural science. Both of these goals were accomplished. Ad 1. As the coordinator for the ecological study branches at the National Institute of Technical and Vocational Education in Prague (NUOV), I coordinated and participated in the designing of the branch specific part of the RVP for the new branch "Ecology and Environment". Four original branches were merged into this single one after the revision and change of the branch system. The new RVP for Vocational Education for the branches with the school leaving examination "16-01-M/ 01 Ecology and Environment" was submitted to the Ministry of Education and it was approved in the May, 2008. Accordingly, the schools have to create their own Schools Educational Programme (ŠVP) within two years and they have to apply it at the classes from 1 September, 2010.
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Výpočet korelace v úvěrovém portfoliu a její vliv na celkové kreditní riziko portfolia
Pacovský, Matěj ; Kopa, Miloš (advisor) ; Dostál, Petr (referee)
In recent years many works employed the topic of the estimation of the asset value correlation from the portfolio of debtors and their properties. The results vary depending on the methods used or the data sets, on which the model was applied. The Master Thesis describes the methods of estimation of the asset value correlation from 5-year default performance of small and medium-sized enterprise (SME) debtors of Komercni Banka. Each method is firstly described in detail and then applied. Estimations of the asset value correlation are performed in rating and industrial homogeneous group. The conclusion contains a comparison of resulting capital with a former Basel correlation and the capital when our estimations of the asset correlation are used as a parameters. Powered by TCPDF (www.tcpdf.org)
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