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Collection of exercises of financial mathematics for lower secondary school
HRUŠKOVÁ, Veronika
This bachelor´s thesis is focused on exercises and their solutions from financial mathematics. The collection is for the lower secondary school. The starting points for this thesis are the National Financial Education Strategy, Framework Education Programme for primary schools, School Education Programme of selected schools, Maths textbook for the lower secondary school. The first part contains a definition of the concept of financial literacy, as well as an assessment of the current situation of financial literacy. The second part presents exercises that are divided by curriculum. The exercises are aimed at using mathematical operations to work with finances in everyday life. There is a concisely defined theory on each topic.
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Technical analysis of stock trends using artificial neural networks
John, Pavel ; Petříčková, Zuzana (advisor) ; Pilát, Martin (referee)
Although the discipline has not received the same level of acceptance in the past, the technical analysis has been part of financial practice for centuries. One of the big issues was the absence of widely respected fully rational background that is necessary for the modern science. The presence of geometrical shapes recognized by a human eye in historical data charts remained as one of the most important tools till the last decades. Nowadays, it is possible to find commercial trading software which employs neural networks. However, a freely accessible tool is difficult to obtain. The aim of this work was to investigate the usability of applications of neural networks on the technical analysis and to develop a software tool that would implement the knowledge acquired. An application was created and a new promising trading strategy proposed along with experimental data. The advantages of the program presented include the ease of extensibility and a high variability in trading strategies setting.
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Econometric Systems of Equations as a Tool for Financial Data Analysis
Vaverová, Jana ; Zichová, Jitka (advisor) ; Krtek, Jiří (referee)
This thesis deals with analysing multivariate financial and economical data. The first section describes various types of econometric systems of equations, vector autoregression and constucting models based on this theory. The second part deals with analysing the dependence of time series of inflation rates on various macroeconomical indicators and reciprocal dependence of two exchange rates time series. All results were obtained by the Mathematica 8.0 software.
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Econometric Systems of Equations as a Tool for Financial Data Analysis
Vaverová, Jana ; Zichová, Jitka (advisor) ; Krtek, Jiří (referee)
This thesis deals with analysing multivariate financial and economical data. The first section describes various types of econometric systems of equations, vector autoregression and constucting models based on this theory. The second part deals with analysing the dependence of time series of inflation rates on various macroeconomical indicators and reciprocal dependence of two exchange rates time series. All results were obtained by the Mathematica 8.0 software.
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Technical analysis of stock trends using artificial neural networks
John, Pavel ; Petříčková, Zuzana (advisor) ; Pilát, Martin (referee)
Although the discipline has not received the same level of acceptance in the past, the technical analysis has been part of financial practice for centuries. One of the big issues was the absence of widely respected fully rational background that is necessary for the modern science. The presence of geometrical shapes recognized by a human eye in historical data charts remained as one of the most important tools till the last decades. Nowadays, it is possible to find commercial trading software which employs neural networks. However, a freely accessible tool is difficult to obtain. The aim of this work was to investigate the usability of applications of neural networks on the technical analysis and to develop a software tool that would implement the knowledge acquired. An application was created and a new promising trading strategy proposed along with experimental data. The advantages of the program presented include the ease of extensibility and a high variability in trading strategies setting.
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Závislost na ropných výnosech, ceny ropy a měnové kurzy: analýza denních dat
Budkov, Roman ; Zouhar, Jan (advisor) ; Formánek, Tomáš (referee)
This paper studies the relationship between the oil prices and exchange rates of oil exporting countries, in terms of their dependence on oil rents. The study is based on data at the daily frequency over the period 2005-2015. In the first chapter, the data set and basic characteristics of the countries are described. The second chapter represents the econometric framework for the practical section. Applying a vector error correction model mainly produced controversial results. Analysis based on a GARCH approach found a positive relationship between the value of the currencies and the oil prices, although the link with the oil rents dependence is not sufficiently evident. The paper also supports stylized facts, such as a negative relationship between the U.S. dollar value and the oil prices.
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Attempt to analyze the impact of CNBs foreign exchange interventions on the Czech economy
Kos, Oldřich ; Babin, Jan (advisor) ; Čermáková, Klára (referee)
This bachelor thesis - Attempt to analyze the impact of CNBs foreign exchange interventions on the Czech economy - analyze the impact of CNBs foreign exchange intervention executed between November 2013 and December 2015. I used econometric models based on the ordinary least squares method and data of Český statistický úřad, Česká národní banka and Ministerstvo práce a sociálních věcí. The results of these models proved, that foreign exchange interventions had positive impact on GDP a unemployemt. On the other side, failed to achieve 2% inflation target.
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The use of currencies and exchange rates when reporting under IFRS vs. Czech accounting regulations
Erlebach, Milan ; Vašek, Libor (advisor) ; Roubíčková, Jaroslava (referee)
The aim of this thesis is to describe problematics of accounting and reporting of foreign currency, application of exchange rates and rise and settlement of exchange differences in reporting under International Financial Reporting Standards and Czech accounting regulations. The thesis is also focused on comparison of the dissimilarities between those systems, especially in the field of selection and proper use of foreign currencies, exchange rates and on dissimilarities in the rise and settlement of exchange differences in the various stages of the accounting period and various situations. Thesis clearly informs about problematics of currency and exchange rates and shows on practical examples application of such rules.
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