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Objectification of the effect of physiotherapy on the activation of the abdominal wall in patients with chronic low back pain
Hoffmannová, Barbora ; Kobesová, Alena (advisor) ; Zahradník, Petr (referee)
This bachelor thesis in the form of research deals with the issue of vertebrogenic lumbar spine syndrome, its formation, examination and therapy and possibilities of objectification of therapy. The theoretical resumes the present knowledge of motor control, postural functions, spinal stabilization system and vertebrogenic lumbar spine syndrome. It also provides possibilities for therapeutic influence and objectifying physiotherapy. The thesis also presents two case studies of vertebrogenic lumbar spine syndrome, which were examined with a new Ohm belt device that measures the strength of postural stabilization and abdominal wall activity. The parameters of spinal stabilization and the amount of activation of the abdominal wall were measured before and after treatment, and the results were compared. The subjective effect of therapy was evaluated by a standardized Oswestry questionnaire assessing pain and disability. Measurement results in both patients in increased activation of the abdominal wall after therapeutic intervention. The result correlates with the subjective perception of therapy of reducing pain and alleviating disability in both patients. Keywords vertebrogenic lumbar spine syndrome, spinal stabilization, objectification of therapy, Ohm belt, Oswestry questionnaire
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Spectral risk measures in portfolio selection problems
Štefánik, Martin ; Kopa, Miloš (advisor) ; Zahradník, Petr (referee)
This thesis examines spectral risk measures. Spectral risk measures, as a subset of coherent risk measures, satisfy all the crucial and reasonable properties that a risk measure should have. A specific characteristic of a spectral risk measure is that it makes it possible for an investor to quantify the risk that arises due to holding a selected group of assets based on his or her personal attitude towards risk. The aim of this bachelor thesis is to discuss the properties of spectral measures of risk and their relations to commonly known measures of risk, but primarily to scrutinize its utilization in the portfolio selection problem. Based on monthly returns of stocks from chosen American stock exchanges we compute the optimal portfolios of stock indices for different risk aversion functions, and consequently we make an analysis of the results. Powered by TCPDF (www.tcpdf.org)
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Discrimination measures in credit risk
Polak, Michal ; Pešta, Michal (advisor) ; Zahradník, Petr (referee)
Scoring models represent a fundamental tool for the modern management of credit risk. This is mainly due to a significant development in the field of information technology. Such models are used not only when providing credit, but also in strategies relating to the future management of credit risk, or in strategies connected with enforcing receivables. In my thesis I deal with discrimination measures used in the validation of diversification potential of logistic scoring models. At the beginning, I focus on the term 'risk'. Then, I introduce a basic division of scoring models. Next, I describe the method of scoring logistic regression, I concentrate on estimating parameters, their significance and on testing their relevance. For the measurement and illustration of diversification potential of the model I mention the most commonly used methods such as the Lorenz and ROC curve, the Gini coeficient, the c-statistic as well as the Kolmogorov-Smirnov test. Finally, I apply the theoretical knowledge to real data. I design a scoring model and subsequently compare the discrimination measures which it contains. Powered by TCPDF (www.tcpdf.org)
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Discrimination measures in credit risk
Polak, Michal ; Pešta, Michal (advisor) ; Zahradník, Petr (referee)
Scoring models represent a fundamental tool for the modern management of credit risk. This is mainly due to a significant development in the field of information technology. Such models are used not only when providing credit, but also in strategies relating to the future management of credit risk, or in strategies connected with enforcing receivables. In my thesis I deal with discrimination measures used in the validation of diversification potential of logistic scoring models. At the beginning, I focus on the term 'risk'. Then, I introduce a basic division of scoring models. Next, I describe the method of scoring logistic regression, I concentrate on estimating parameters, their significance and on testing their relevance. For the measurement and illustration of diversification potential of the model I mention the most commonly used methods such as the Lorenz and ROC curve, the Gini coeficient, the c-statistic as well as the Kolmogorov-Smirnov test. Finally, I apply the theoretical knowledge to real data. I design a scoring model and subsequently compare the discrimination measures which it contains. Powered by TCPDF (www.tcpdf.org)
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Evaluation of surgical treatment of hip joint with diagnosis of femoroacetabular impingement syndrom.
Zahradník, Petr ; Otáhal, Jakub (advisor) ; Chládek, Petr (referee)
Title: The evaluation of surgical treatment of the hip in the diagnosis of femor- acetabular impingement syndrome. Objectives: The main objective of this work is to evaluate the effect of the surgery of the hip in diagnosis of femor-acetabular hip impingement. Methods: In our work we have cooperated with 103 patients who have been operated on hip with the diagnosis of femor-acetabular hip impingement (FAI). We used standardized questionnaires of WOMAC and NAHS, which assesses functional self- care, limitations in motion and painfulness. Patients completed questionnaires twice. For the first time before surgery and second time at least one year after the surgery. The specimens of questionnaire are attached in the Annex. Results: We found out that postoperative condition is significantly different from the preoperative state in terms of improved self-care, increased range of motion and reduction of painfulness. Keywords: Femor-acetabular impingement, hip surgery, WOMAC, NAHS
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Options Valuation: The Discrete case
Šiklová, Renata ; Zahradník, Petr (advisor) ; Dostál, Petr (referee)
In this work we will get familiarized with a discrete valuation of options. A power- ful and widely applicable numerical method known as the binomial model will be established. Starting with a basic economic idea of non-arbitrage principle we build a risk-neutral world and develop the binomial model for call options. The general binomial model is extended into a trinomial model and there are several parame- terizations that are actually used in practice, provided for both of them. Great emphasis is also focused on a theoretical background. The theoretical knowledge, that will be introduced here in the discrete world, one can regard as basis for con- tinues models. The consequences of probability theory and risk-neutral valuation appear in the valuation of American options. There are three ultimate goals of this work: construction of the model itself, its implementation and an overview of the theoretical background. 1
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Discrete versions of continuous financial models
Graeber, Jiří ; Hurt, Jan (advisor) ; Zahradník, Petr (referee)
This thesis studies the continuous-time financial models and their discrete versions, used for simulations and parameters estimations. Firstly, various stock price development and interest rates models are introduced. As a result of their uncertain future dynamics, these are defined as continuous-time stochastic processes. Secondly, a summary of discrete versions of continuous-time models, formed by Euler and Milstein discretization schemes, i.e. two most frequent ways of approximating a time-continuous stochastic process, is looked at. According to these discrete versions, simulations with different parameters are conducted in the third part of the thesis in order to illustrate individual behaviour of these models. In the conclusion, a comparison of a unique trajectory specified by the real data of one year interest rates swaps and of the simulations of Vasicek and Cox-Ingersoll-Ross model with parameters estimated from the real data is shown.
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Casuistry of patient after amputation above knee
Zahradník, Petr ; Holubářová, Jiřina (advisor) ; Hulvová, Petra (referee)
Title of thesis: Casuistry of patient after amputation above knee Abstract: General part of this thesis includes definition, causes and potential complication, which can occur after the amputations. It also includes possibilities of rehabilitation and physiotherapy for the diagnosis. The content of special part is detailed casuistry of patient, who has been rehabilitated in rehabilitative facility for walking-school and backaches. Keywords: amputation, stub, walking-school, backaches
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Jednorozměrné difusní stochastické diferenciální rovnice s aplikacemi ve finanční matematice
Zahradník, Petr ; Štěpán, Josef (advisor) ; Vošvrda, Miloslav (referee)
In this thesis, the aim is to employ some of the advanced probability and calculus techniques to financial mathematics. In the first chapter some major facts from continuous - time probability theory are presented. In the second chapter, one - dimensional stochastic diferential equations are introduced, we touch upon the questions of existence and uniqueness of solutions in full generality, construct a weak solution to the Engelbert - Schmidt equation and thoroughly present a known procedure called a Feller's test for explosions. In chapter three, focus is directed to a brief presentation of the well known Dirichlet problem. The problem is also interpreted financially, applied to options valuation and related approximations are implemented. The fourth, final, chapter concentrates on the Cox - Ingersoll - Ross model. Techniques derived in the second and third chapters are employed to thoroughly study the model properties.
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