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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Analýza trhu P2P půjček
 Rolák, Martin ; Radová, Jarmila (advisor) ; Rajl, Jiří (referee)
The subject of this thesis is to map the development of p2p lending in the US. Firstly, we compare the different business models and roles in the current monetary system of commercial banks and p2p platform lenders. The structure as well as trends of p2p lending industry are described. The returns of p2p loans are compared with traditional assets such as bonds, stocks and commodities in the 2011-2016 period. The last part of the thesis examines the loanbook of the most prominent p2p platform lender, Lending Club.
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Pricing of FRA and IRS under OIS discounting
 Rolák, Martin ; Černý, Jakub (advisor) ; Večeř, Jan (referee)
The subject of this thesis is to review the pricing and valuation of forward rate agreements and fixed-for floating interest rate swaps. Firstly, we describe a pricing and valuation model that was used before the financial crisis of 2007/2008. The model is based on one curve which is used for both estimating the derivative's payoff and discounting, thus we call the model a single-curve model. After the financial crisis some of the single-curve's model assumptions were impaired and the model had to be reviewed. We call the reviewed model a multi-curve model as we nowadays need a different curve for discounting and estimating the payoffs. Both models are compared on a numerical example where we value fixed-for-floating swaps. 1
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1 Rolák, Marcel
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