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Investment of Czech Pension Funds
Obdržálková, Ludmila ; Zichová, Jitka (referee) ; Hurt, Jan (advisor)
Xazev prace: Invesfovam penzijnich iondu C'H Au tor: Ludmila. Obdrzalkova Katedra (ustav): Katedra pravdepodobnosli a inatematicke .statistiky Vedouci bakalarske prace: Doc. RNDr. .Inn Hurt, CSc. e-n ia,il vcdoucfho: Jau.Hurt'tMiifi'.cuni.c/ Abstrakt: V predlozeiie pnici stiulujcinc investovani pen/ijiu'cli fondu Coske republiky zc t.fi hlcdi.sok - vvnosnosti. ri/ika a likvidity. Popisujrmt1 inve.siicni strategii {}onzijin'ch fondu, rizikasouviseJR-i s invc^slovani'in, invcsticni ])ort.fo- lia pcnzijni'ch fondu a invest irnf limity aoiruvenf. ktere jsou pro ne stanovciiy zakoncin o jx'nzijniiu ])fi]K)jisten(. V uvodnfch dvou kapitolach se navic se- zn^ininjrine s Icgisla.t.iviii lipravon ]xnizijiii'lio ])ri])ojistr'ni a aktuaine aktivno ]>u,sobk'inii iicnzijninii fondy v Coske republico. Klicova slova: invcstovani, pcnzijni fond, portfolio Title: Investinent of Czech Pension Funds Author: Ludmila Obdrzalkova Depii.rtnient: Department of Probability and Mathematical Statistics Supervisor: Doc. UNDr. .Jan Hurt. ("Sc. Supervisor's e-ma.il address: Jan.lhul'O.'inff.cuiii.cz Abstract: In this thesis \vestndy investment of Czech pension funds from the three point of view: profitability, risk, and liquidity. \Ve describe investment strategy of pension funds, investment related risks, investment portfolios oi...
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Stochastic models for genetic analysis
Selementová, Martina ; Zichová, Jitka (referee) ; Kulich, Michal (advisor)
Nazev prace: Slochasticke niodcly pro geneliekou analyzu Autor: MartinaSelementova Katedra: Katedra pravdepodobnosti a matematicke statistiky Vedouci bakalafske prace: Mgr. Michal Kulich, PhD, e-mail vedouciho: kuliclX^karlin.mff.cuni.cz Abstrakt: V pfedlozene praci studujerne elementarni stochasticke melody pro modelovani genetickych populaci. Nejprve uvadime zakladni pojmy obecne gcnetiky pro snadnejsi oricntaci v textu. V naslcdujicich kapitolach se zabyvame dynamikou vyvoje populace a zakladnimi problemy vyberu v populaci. lllavnim tcmatem je nahodne kfizeni v populaci, ktcre dale aplikujeme na pohlavne va/ane geny, letraploidy. autosterilizacni geny a na pfi'pad dvou lokusu. Ve druhe casti se xabyvame problemy vybcru: zamC'fili jsme se pf-edevsim na vyber xalozeny na gcnolypu aplikovany na pohlavi a pohlavne vazane geny a dale na lamiliarni vyber a konkretnf pn'klad Rh faktoru. Klicova slova: nahodne kfizeni, vyber Title: Stochastic Models for Genetic Analysis Author: Martina Selementova Department: Department oi'Probability and Mathematical Statistics Supervisor: Mgr. Michal Kulich, PhD. Supervisor's e-mail adress: kulich(«)karlin.mff.cuni.cz Abstract: In the presented work we study elementary stochastic methods for modeling genetic populations. First we show some basic notion of general genetics for...
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Modern mortgage banking in Czech Republic
Slívová, Iveta ; Zichová, Jitka (referee) ; Hurt, Jan (advisor)
Na/cv prace: Autor: Katedra: Vedouci bakalafske prace: R-mail vedouciho: Hypotecni bankovnictvi v CR v soucasnosti Iveta Slivova Katedra pravdepodobnosli a matematicke stalistiky Doc. RNDr. Jan Hurl, CSc. Jan.I hin(ti]mff.cuni.cz Abstrakt: V pfedlozene praci se /abyvamc dncsnim stavem hypotccniho bankovniclvi v Ceske rcpublice. Pozornost je venovana hlavnc hypotecnimu uveru. V prvni casti se nachazi delcni, charakteristika uveru, v/nik a vyvoj hypotecniho uveru od staroveku a/, do soucasnosti a zastavni listy. V druhe rmizeme nalezt nasledujici temala: postup pfi vyfizovani uveru, uvcrovc registry, pfedhypotecni a doplnkove uvery, zjist'ovani bonity diuznika. maximaini vySc uveru, occnovani nemovitosti, cerpani uveru, konslrukce a vyhody splatkovych kalendafu, moznosti vyuzili slatni flnancni podpory. kombinace s zivotnim pojistcnim nebo stavebnim spofcnim, vyliody hypotecniho uveru, hypotecni trh, zadluxcnost a inllace v CR, osobni zhodnoccni a pfedpokladany budouci vyvoj. Klicova slova: Hypotecni uver, hypolecni /astavni list, statni podpora, stavebni spofcni. Title: Author: Department: Supervisor: Modem mortgage banking in Czech Republic Iveta Slivova Department of Probability and Mathematical Statistics Doc. RNDr. Jan Huil, CSc. Supervisor's email address: Jan.Uurt(a}mlT.cuni.ez Abstract: In this work...
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Applications of Multivariate Time Series Models in Finanacial Analysis
Hrba, Martin ; Cipra, Tomáš (referee) ; Zichová, Jitka (advisor)
The thesis deals with the applications of multivariate ARMA models for particular time series from nancial markets; it consists of a theoretical part and a practical part. The former refers to the theory of multivariate ARMA models and methods of their applications. In the latter two time series are solved by system Mathematica 5.0, one currency courses series and one stock exchange index series. The data and programme source code are enclosed on a CD.
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Application of the Theory of Statistics to Controlling Processes
Strašák, Tomáš ; Zichová, Jitka (referee) ; Koch, Roman (advisor)
This dissertation is considered to statistical control of call center. There are suggested a possible description of the center and identify key parameters which influence its performance on the base of measured informations. In this work is describe construction of a call center model which is used for generation specified scenarios of incoming phonecalls. This experimental data are analyzed, main factors which influence its efficienty are determined and principles which realization can be reached given targets are described. Basic attention lead to maximization of benefit and consequetive estimation optimal amount of operators. These principles as same as estimated dependances subserve as decision-making knowledge what amount of operators and theirs expedient combinations is optimal and for estimation of impact to efficiency and call center function in a case of making changes.
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Risk Measures
Ďurišová, Slavka ; Zichová, Jitka (referee) ; Hurt, Jan (advisor)
The main topic of the thesis is to study different measures of risk. It is mentioned here fundamental approach to calculation these risks. At the begining is defined financial risk and its types. Risk measurements are discussed in the next chapter. As first, it is mentioned duration and its diferent types: Macaulay duration, modified duration, and dollar duration and related deals convexity. Then the thesis deals about measure of return and volatility, method VaR and its fundamental approach to calculation: parametric method, historical simulation, and Monte Carlo. Following methods are CVaR and stress testing. Thesis ends with risks ordering and numerical example.
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