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Special models of the theory of queue
Otarbayeva, Zhamilya ; Kořenář, Václav (advisor) ; Šindelářová, Irena (referee)
Abstract Title: Special models of the theory of queue Author: Zhamilya Otarbayeva Department: Department of Econometrics Supervisor: Ing. Václav Kořenář, CSc. The main aim of this work is describe more complicated queuing models. Firstly I described the models with priority. There are mentioned three types of them: relative, absolute and dynamic. For describing I used formulas and examples from people's life for showing situations where we can meet such kind of queuing models. The second theoretical part contains description of non-Poisson models. I explain four of them: model with Erlang's input and exponential service time, Poisson's input with Erlang's service time, deterministic and general distributions. There are shown formulas for average waiting time in queue, average number of requests in queue and in the system. In practical part are illustrated examples for some models, which were described. The main characteristics of the queuing system are mentioned in the first chapter of this work.
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Tax aspects of restructuring proceses with the group
Trnka, Michal ; Láchová, Lenka (advisor) ; Dugová, Alena (referee)
The aim of the thesis is, on one hand, to analyze various options of the group restructuring from the perspective of the Czech tax and accounting legislation and, on the other hand, to summarize the most important accounting and tax aspects arising from the Czech legislation. A partial aim is especially suggest the possibility of using a particular type of transformation in specific cases which should lead to an optimal tax regime. The thesis is mainly focused on the Czech legislation and on relevant European Union Directive.
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Bolivia: Capitalism, Socialism, and Feudalism Balancing between Cuba and the USA
Smetáček, Martin ; Pavlík, Petr (advisor) ; Kochan, Jan (referee)
The work is dealing with the research of the socio-economic structures in the Bolivian society, which as a result of historical evolution embody distinct anomalies with an implication into the political sphere. The goal of the work is to offer a material on the basis of which it will be possible to detect and understand those inner tensions and to orientate ourselves in the present turbulent environment which the Bolivian society is currently undergoing. The fore theme is the approach of these processes in the light of the ongoing "indigenous revolution" conducted by the platform MAS led by Evo Morales. The author is using a synthetic method, when first he concentrates on the individual problematic fields and later summarizes, connects and synthetically implies concrete conclusions. The very results of the work can be used by those interested in the study of Bolivia for economical, sociological and political purposes or even by economic entities planning an entrance into the Bolivian environment. In the work the author has used his personal experience and pieces of knowledge gained during his three months staying in Bolivia as well as other information obtained from broad currently accessible scientific publications, documents ant further up-to-date resources.
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Probability calculator in MS Excel
Ginzl, Michal ; Malá, Ivana (advisor) ; Vrabec, Michal (referee)
The main aim of this thesis is to perform analytical methods for estimating the most commonly used survival distributions. There are introduced the maximum likelihood estimates of the parameters for the exponential, log-normal, gamma, logistic, Gumbel and Weibull distributions without data censored. For some distributions are mentioned probability plotting and how to estimate parameters with method of least squares or by method of moments. There are discussed tests of goodness of the best fitting distribution. Two tests are based on log-likelihood function and another on test of hypothesis. Practical part of this paper forms application programmed in VBA in MS Excel. Main part of this application includes: module for probability calculations, graphs editor and module for data analysis.
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Extreme Value Theory in Operational Risk Management
Vojtěch, Jan ; Kahounová, Jana (advisor) ; Řezanková, Hana (referee) ; Orsáková, Martina (referee)
Currently, financial institutions are supposed to analyze and quantify a new type of banking risk, known as operational risk. Financial institutions are exposed to this risk in their everyday activities. The main objective of this work is to construct an acceptable statistical model of capital requirement computation. Such a model must respect specificity of losses arising from operational risk events. The fundamental task is represented by searching for a suitable distribution, which describes the probabilistic behavior of losses arising from this type of risk. There is a strong utilization of the Pickands-Balkema-de Haan theorem used in extreme value theory. Roughly speaking, distribution of a random variable exceeding a given high threshold, converges in distribution to generalized Pareto distribution. The theorem is subsequently used in estimating the high percentile from a simulated distribution. The simulated distribution is considered to be a compound model for the aggregate loss random variable. It is constructed as a combination of frequency distribution for the number of losses random variable and the so-called severity distribution for individual loss random variable. The proposed model is then used to estimate a fi -nal quantile, which represents a searched amount of capital requirement. This capital requirement is constituted as the amount of funds the bank is supposed to retain, in order to make up for the projected lack of funds. There is a given probability the capital charge will be exceeded, which is commonly quite small. Although a combination of some frequency distribution and some severity distribution is the common way to deal with the described problem, the final application is often considered to be problematic. Generally, there are some combinations for severity distribution of two or three, for instance, lognormal distributions with different location and scale parameters. Models like these usually do not have any theoretical background and in particular, the connecting of distribution functions has not been conducted in the proper way. In this work, we will deal with both problems. In addition, there is a derivation of maximum likelihood estimates of lognormal distribution for which hold F_LN(u) = p, where u and p is given. The results achieved can be used in the everyday practices of financial institutions for operational risks quantification. In addition, they can be used for the analysis of a variety of sample data with so-called heavy tails, where standard distributions do not offer any help. As an integral part of this work, a CD with source code of each function used in the model is included. All of these functions were created in statistical programming language, in S-PLUS software. In the fourth annex, there is the complete description of each function and its purpose and general syntax for a possible usage in solving different kinds of problems.
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Transformations of Companies - Division of a Company
Tabone, Jana ; Svobodová, Ivana (advisor) ; Krause, Josef (referee)
The attached diploma thesis explains the transformations of companies. It shows the development of transformations in the Czech Republic and also explains the different types of transformations with emphasis on divisions. In the theoretical part it also states most common reasons for transformaitons. The practical part takes the reader through a division of the company XY. It shows all the steps that are required not only by law but also for practical reasons. The division is evaluated.
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Cyprus: the Crossroad between Europe and Asia
Smetáček, Martin ; Adamcová, Lenka (advisor) ; Němečková, Tereza (referee)
In my work I consider the cultural-political routing of Cyprus from its position between Europe and Asia with respect to its economical orientation. In the view of the fact that Cyprus was a profoundly developing country in the year 1960, when winning its independence from Great Britain, I focus mainly on its economic development after the year 1960 and the performance of the economy on the threshold of the 21st century, whereas I ask myself if Cyprus has already completed its transformation from a developing country into a socially and economically developed country with modern free market economy. The work briefly records the history of the country since its infancy in as early as 8th millennium BC up to the end of the 20th century AC, it further considers the economic development of Cyprus at the end of the 20th century, and finally it focuses on the current social-economic conditions in the country under the pattern of dividing economies between developing and developed countries. The work also regards the intercommunity rupture, which dominates Cyprus since 1974 and factually divides it in two parts: the Cyprus Republic and the internationally unrecognized Turkish Republic of Northern Cyprus. I accentuate exclusively the date regarding the Cyprus Republic.
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Finanční management ÚRS PRAHA, a.s.
Glazar, František ; Hnilica, Jiří (advisor) ; Kunc, Zdeněk (referee)
Práce ukazuje problémy společnosti ÚRS PRAHA, a.s. s transparentností některých ukazatelů finanční analýzy. Tyto problémy společnosti škodily společnosti u ratingových agentur a také u případných investorů. Společnost se proto rozhodla tento problém řešit rozdělením společnosti odštěpením se vznikem nových společností, čímž si tyto ukazatele výrazně zprůhlednila a vylepšila.
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