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Portfolio Optimalization
Tokošová, Blanka ; Komárek, Patrik (referee) ; Sojka, Zdeněk (advisor)
The aim of the diploma thesis is portfolio optimalization of middle-sized investor. His assets are placed into repo and shares. Shares are selected from the range of blue chips in czech and german stock market, that means from securities contained in PX index and DAX index. This selection is based on fundamental and technical analysis. The portfolio in foreign currency is hedge against downtrend of exchange rate by knock-out product. The final part of the thesis belongs to appreciation of assembled portfolio.
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Portfolio Optimalization
Tokošová, Blanka ; Komárek, Patrik (referee) ; Sojka, Zdeněk (advisor)
The aim of the diploma thesis is portfolio optimalization of middle-sized investor. His assets are placed into repo and shares. Shares are selected from the range of blue chips in czech and german stock market, that means from securities contained in PX index and DAX index. This selection is based on fundamental and technical analysis. The portfolio in foreign currency is hedge against downtrend of exchange rate by knock-out product. The final part of the thesis belongs to appreciation of assembled portfolio.
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Repo
Urdzíková, Veronika ; Baran, Jaroslav (advisor) ; Kolman, Marek (referee)
The Bachelor's thesis deals with sale and repurchase agreement (repo) and repo market, describes mechanism of repo transaction and its role in money market. The main aim of this bachelor's thesis is to analyse repo rates and volumes of repos on markets in Czech Republic and European Union, mostly their changes connected with the consequences of global financial crisis and debt crisis in Eurozone. At the end, there is a comparison of repo rates and assesment of consequences of financial crises on volume and use of repo transaction.
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Dluhopisy a výnosové křivky
Janeček, Martin ; Bauerová, Jarmila (advisor)
Práce vychází z platné legislativní úpravy dluhopisů v rámci ČR. V jednotlivých kapitolách pojednává o dluhopisech jako nástroji ČNB k ovlivňování úrokových sazeb v ekonomice, o dluhopisech jako investičním instrumentu v ČR a o metodě oceňování dluhopisů. Práce rovněž vymezuje teoretický aparát týkající se výnosových křivek, zaměřuje se zejména na jejich konstrukci a uplatnění při oceňování dluhopisů.
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