Zobrazeno 1 - 10
of 28
pro vyhledávání: '"oceňování opcí"'
Autor:
Vach, Dominik
This thesis examines the application of neural networks in the context of option pricing. Throughout the thesis, different architecture choices and prediction parameters are tested and compared in order to achieve better performance and higher accura
Externí odkaz:
http://www.nusl.cz/ntk/nusl-392627
Autor:
Lukáš, Ladislav
Článek se zabývá formulací úloh oceňování opcí s více podkladovými aktivy při uvažování různých výplatních funkcí. Multi-variabilita představuje důležitou koncepci ve finančním inženýrství, neboť mnoho nestandardních st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______8936::bc520b99c38df2ae3be11da5ef8de363
http://hdl.handle.net/11025/33839
http://hdl.handle.net/11025/33839
Autor:
Bladyko, Daniil
This master thesis should provide reader with an overview of the European spread options evaluation using the fast Fourier transform numerical method. The first and second part of the thesis deal with the theoretical foundations of Fourier analysis a
Externí odkaz:
http://www.nusl.cz/ntk/nusl-360565
Autor:
Bladyko, Daniil
This master thesis should provide reader with an overview of the European spread options evaluation using the fast Fourier transform numerical method. The first and second part of the thesis deal with the theoretical foundations of Fourier analysis a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::b89e7ae960916d7fd60ae3efaef3fdba
http://www.nusl.cz/ntk/nusl-360565
http://www.nusl.cz/ntk/nusl-360565
Autor:
Čekal, Martin
Title: Black-Scholes Models of Option Pricing Author: Martin Cekal Department: Department of Probability and Mathematical Statistics Supervisor: prof. RNDr. Bohdan Maslowski, DrSc., Charles University in Prague, Faculty of Mathematics and Physics, De
Externí odkaz:
http://www.nusl.cz/ntk/nusl-328550
Autor:
Moravec, Radek
Title: Option Pricing Author: Radek Moravec Department: Department of Probability and Mathematical Statistics Supervisor: doc. RNDr. Jan Hurt, CSc., Department of Probability and Mathematical Statistics In the present thesis we deal with European cal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::26ae8a3800dd73f32e43d56282c6baac
http://www.nusl.cz/ntk/nusl-311951
http://www.nusl.cz/ntk/nusl-311951
Autor:
Coufalík, Jan
The aim of this diploma thesis is to analyze and implement selected option pricing models using statistical software. The first chapter introduces theoretical basics of options as financial instruments ideal for hedging and speculation. The second ch
Externí odkaz:
http://www.nusl.cz/ntk/nusl-199783
Autor:
Brejcha, Jiří
This thesis concerns with a comparison of two advanced option-pricing techniques applied on European-style DAX index options. Specifically, the study examines the performance of both the stochastic volatility model based on asymmetric nonlinear GARCH
Externí odkaz:
http://www.nusl.cz/ntk/nusl-298465