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Bootstrap Method and its Application
Pavlíčková, Lucie ; Lacinová, Veronika (referee) ; Karpíšek, Zdeněk (advisor)
The diploma thesis describes the bootstrap method and its applications in the estimate accuracy statement, in the confidence intervals generation and in the testing of statistical hypotheses. Further the method of the discrete probability estimation of the categorical quantity is presented, making use the gradient of the quasi-norm hereof distribution. On concrete examples the bootstrap method is applied in the confidence intervals forming of the categorical quantity probability function. The diploma thesis was supported by the project of MŠMT of the Czech Republic no. 1M06047 "Centre for Quality and Reliability of Production", by the grant of Grant Agency of the Czech Republic (Czech Science Foundation) reg. no. 103/08/1658 "Advanced optimum design of composed concrete structures" and by the research plan of MŠMT of the Czech Republic no. MSM0021630519 "Progressive reliable and durable structures".
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The effect of the self-defense course on the women psyche
Studený, Pavel ; Stich, Jaroslav (advisor) ; Holá, Veronika (referee)
Title: The effect of the self-defense course on the women psyche Objectives: The main aim of this thesis is to find out whether taking a self-defence course has an impact on women's psyche. Especially on the part of psychology called self-efficacy. Methods: The quantitative data collection was in form of an online questionnaire in the survio application, which was based on the previously published "GSE" questionnaire, in which responses were rated on a four-point scale. Data analysis (evaluation of the responses) was performed on the basis of a graphical display. Results: The results of the questionnaire show that taking a self-defence course has a positive impact on women's psyche. According to the scores on the "GSE" scale, it is also evident that about half of the women experienced an increase in general self-efficacy. On average, the self-efficacy of these women increased by 7.125 points. Keywords: attacker, victim, women, perception of danger, estimate accuracy
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Bootstrap Method and its Application
Pavlíčková, Lucie ; Lacinová, Veronika (referee) ; Karpíšek, Zdeněk (advisor)
The diploma thesis describes the bootstrap method and its applications in the estimate accuracy statement, in the confidence intervals generation and in the testing of statistical hypotheses. Further the method of the discrete probability estimation of the categorical quantity is presented, making use the gradient of the quasi-norm hereof distribution. On concrete examples the bootstrap method is applied in the confidence intervals forming of the categorical quantity probability function. The diploma thesis was supported by the project of MŠMT of the Czech Republic no. 1M06047 "Centre for Quality and Reliability of Production", by the grant of Grant Agency of the Czech Republic (Czech Science Foundation) reg. no. 103/08/1658 "Advanced optimum design of composed concrete structures" and by the research plan of MŠMT of the Czech Republic no. MSM0021630519 "Progressive reliable and durable structures".
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Derivative Pricing Using Monte Carlo Simulations
Burešová, Jana ; Witzany, Jiří (advisor) ; Málek, Jiří (referee)
Pricing of more complex derivatives is very often based on Monte Carlo simulations. Estimates given by these simulations are derived from thousands of scenarions for the underlying asset price developement. These estimates can be more precise in case of higher number of scenarions or in case of modifications of a simulation mentioned in this master thesis. First part of the thesis includes theoretic description of variance reduction techniques, second part consists of implementation of all techniques in pricing a barrier option and of their comparison. We conclude the thesis by two statements. The former one says that usage of each technique is subject to simulation specifics, the latter one recommends to use MC simulations even in the case a closed-form formula was derived.
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