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Mathematical Methods in Economics
Florescu, Chiril ; Budík, Jan (referee) ; Novotná, Veronika (advisor)
The bachelor’s thesis deals with the problem of option trading and its advanced strategies applied to financial markets using algorithmic trading. The theoretical part includes the basic concept of the financial market, a detailed characterization of the investment instrument with its boundary properties, and an overview of algo-trading. In the following section, the implementation and analysis of combined option positions on underlying assets such as equities and exchange-traded funds using beta-weighted deltas are discussed. The result of the work is the design of a trading strategy, backtesting on historical data and optimization of individual parameters for higher efficiency.
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Mathematical Methods in Economics
Florescu, Chiril ; Budík, Jan (referee) ; Novotná, Veronika (advisor)
The bachelor’s thesis deals with the problem of option trading and its advanced strategies applied to financial markets using algorithmic trading. The theoretical part includes the basic concept of the financial market, a detailed characterization of the investment instrument with its boundary properties, and an overview of algo-trading. In the following section, the implementation and analysis of combined option positions on underlying assets such as equities and exchange-traded funds using beta-weighted deltas are discussed. The result of the work is the design of a trading strategy, backtesting on historical data and optimization of individual parameters for higher efficiency.
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Religious tourism in European Union focusing on Slovakia
Červenková, Petra ; Vaško, Martin (advisor) ; Netková, Jarmila (referee)
Bachelor thesis presents and generalizes theoretical and practical knowledge of religious tourism. The theoretical part of the work brings knowledge of religious tourism in the European Union and on the position of the religious tourism in tourism in Slovakia. In the next section presents the most important places of pilgrimage of the western, central and eastern Slovakia. The practical part of the thesis presents results of a suvey based on the questionnaire, I examine the awareness, interest and experience to the general public on this issue.
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Models and methods for network economies
BÖHM, Petr
The goal is to create a summary of models and methods for network economies including network structure, a dynamic and uncertain environment, factors more criteria in the network economy. Deeper deal with graph theory, networks and supply networks. Part of this work is the analytical part, where the patterns and using them I find the position of nodes in the network data from Lidé.cz and eBay. I demonstrate the models and calculations.
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Oceňování opcí pomocí simulačních metod
Marková, Iva ; Dlouhý, Martin (advisor) ; Kuncová, Martina (referee)
Obsahem této práce je popis problematiky opcí. Stěžejním cílem této práce je získat reálný odhad hodnoty opce. K ocenění opcí bude použit základní Black-Scholesův model, který bude rozvinut o vliv dividend. Oceňování je založené na mnohokrát opakované předpovědi budoucí hodnoty podkladové akcie. Tato metoda se pokouší napodobit skutečnou situaci pomocí numerické simulace Monte Carlo.
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