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The Study of Optimalization of Procurement Logistics in Výtahy Ltd.
Franěk, Petr ; Sobotka, Viktor (referee) ; Bartošek, Vladimír (advisor)
This thesis deals with the optimization of purchasing management in the enterprise. This is the proposal for creating a single purchasing department in the corporate structure, its organization and functioning. Gradually theoretically describes the purchase as a logistics point of view, so his actual trial and attempts to implement this knowledge in business practice and makes the whole purchasing process more efficient.
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Proposal for Business Plan based on Franchising Concept
Franěk, Petr ; Jadrníček, Tomáš (referee) ; Šimberová, Iveta (advisor)
This thesis deals with opening store with mens fashion in the city of Brno, based on franchsing concept of an italian company. The starting points of the work are theoretical findings about this type of business and technical specifications and requirements of the franchisor. On these basis will be developed the business plan, together with the evaluation of its feasibility.
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Credit Derivatives Valuation
Promer, Marek ; Franěk, Petr (advisor) ; Dupačová, Jitka (referee)
Credit risk plays an important role in the pricing of financial instruments. In effort to avoid the dangers resulting from this risk were developed new financial instruments called credit derivatives. In this work, the main features of three types of credit derivatives are discussed: credit default swap, total return swap and credit linked note. Regarding to the major portion of credit default swap on the credit derivatives market, the work deals with the valuation of this exact instrument with three models for valuing a credit default swap. These models estimate the value of credit default swap, under which the premium required from one participant of the contract is meant.
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Modelování očekávané ztráty
Marada, Tomáš ; Franěk, Petr (advisor) ; Lachout, Petr (referee)
In this work we describe common credit risk models including all necessary mathematical theory. We extensively study Markov chains, especially homogeneous continuous-time Markov chains. The main contribution of the thesis is an extension of Markov chain modeling into stochastic time - so called time change. This extension allows us to capture better the system dynamics and introduce inhomogeneity into the model in a very elegant way. For practical modeling we derive many parameter estimators under different approaches to the time modeling. Further, we demonstrate the performance of these estimators on real data and simulation. At the end of the thesis we suggest some directions for further research.
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Generating of Random Samples with Given Properties and Application to Banking
Voronin, Alexander ; Franěk, Petr (advisor) ; Šmíd, Martin (referee)
The work concerns the searching for the algorithm for generating of the random variables with the given properties. There are made analyses of comparisons of the algorithms, and the optimal algorithm was chosen based on it. Since we focus on generating of random variables of defaults and explanatory variables of defaults, it concentrates mainly on the conservation of the dependence of these variables. Further we are looking for the optimal sample size of the generated samples under conservation of the required properties. And in the last Chapter we have applied the surveyed techniques to the real data.
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Expected Loss Modelling
Marada, Tomáš ; Franěk, Petr (advisor)
In this work we describe common credit risk models including all necessary mathematical theory. We extensively study Markov chains, especially homogeneous continuous-time Markov chains. The main contribution of the thesis is an extension of Markov chain modeling into stochastic time - so called time change. This extension allows us to capture better the system dynamics and introduce inhomogeneity into the model in a very elegant way. For practical modeling we derive many parameter estimators under dierent approaches to the time modeling. Further, we demonstrate the performance of these estimators on real data and simulation. At the end of the thesis we suggest some directions for further research.
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Expected Loss Modelling
Marada, Tomáš ; Franěk, Petr (advisor)
In this work we describe common credit risk models including all necessary mathematical theory. We extensively study Markov chains, especially homogeneous continuous-time Markov chains. The main contribution of the thesis is an extension of Markov chain modeling into stochastic time - so called time change. This extension allows us to capture better the system dynamics and introduce inhomogeneity into the model in a very elegant way. For practical modeling we derive many parameter estimators under dierent approaches to the time modeling. Further, we demonstrate the performance of these estimators on real data and simulation. At the end of the thesis we suggest some directions for further research.
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Generating of Random Samples with Given Properties and Application to Banking
Voronin, Alexander ; Franěk, Petr (advisor) ; Šmíd, Martin (referee)
The work concerns the searching for the algorithm for generating of the random variables with the given properties. There are made analyses of comparisons of the algorithms, and the optimal algorithm was chosen based on it. Since we focus on generating of random variables of defaults and explanatory variables of defaults, it concentrates mainly on the conservation of the dependence of these variables. Further we are looking for the optimal sample size of the generated samples under conservation of the required properties. And in the last Chapter we have applied the surveyed techniques to the real data.
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Modelování očekávané ztráty
Marada, Tomáš ; Lachout, Petr (referee) ; Franěk, Petr (advisor)
In this work we describe common credit risk models including all necessary mathematical theory. We extensively study Markov chains, especially homogeneous continuous-time Markov chains. The main contribution of the thesis is an extension of Markov chain modeling into stochastic time - so called time change. This extension allows us to capture better the system dynamics and introduce inhomogeneity into the model in a very elegant way. For practical modeling we derive many parameter estimators under different approaches to the time modeling. Further, we demonstrate the performance of these estimators on real data and simulation. At the end of the thesis we suggest some directions for further research.
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Credit Derivatives Valuation
Promer, Marek ; Franěk, Petr (advisor) ; Dupačová, Jitka (referee)
Credit risk plays an important role in the pricing of financial instruments. In effort to avoid the dangers resulting from this risk were developed new financial instruments called credit derivatives. In this work, the main features of three types of credit derivatives are discussed: credit default swap, total return swap and credit linked note. Regarding to the major portion of credit default swap on the credit derivatives market, the work deals with the valuation of this exact instrument with three models for valuing a credit default swap. These models estimate the value of credit default swap, under which the premium required from one participant of the contract is meant.
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