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Probability distributions in finance
 Malec, Jaromír ; Hurt, Jan (advisor) ; Zichová, Jitka (referee)
This thesis presents a summary of distributions suitable for modelling returns and losses. First discusses the basic properties of returns and losses, and then on specific distributions. Particular emphasis is placed on the asymmetric distribution and distribution with heavy tails. These distributions are discussed in depth, and the basic properties concerning the behaviour of tails are summarized. It is also supplemented with numerical observations on real data. The motive for writing this work is the inadequacy of symmetric distribution, because they are not good for modelling extreme returns and losses. The work should help people, who are interested in studying asymmetric distribution with heavy tails, as a source of further investigation.
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