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Pricing of Financial derivatives – European options
 Mertl, Jakub ; Pánková, Václava (advisor) ; Čížek, Martin (referee)
In the present study I deal with a pricing of derivatives especially with the European option. In the first chapter there are described basic principles of pricing financial derivatives. I focus on the options strategies from the simplest to the more difficult one. The second chapter is dedicated to the Binomial pricing model. It is introduced its derivation, application, its pro and con. Next chapter contains a description of Black-Scholes model. Again it is explained derivation of this model and its properties. At the end of this chapter it is described relationship between Binomial and Black-Scholes models. The forth chapter is consisted of an analysis of real data of stocks company Philip Morris International, Lehman brothers Holding and American Insurance Group. I focus on the relationship between shares and options in time of the financial crisis. Last chapter is dedicated to the description of software concerning options which was created in Microsoft Excel and which is part of this study.
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