Práce vystihuje teoretické poznatky z oblasti teorie hromadné obsluhy a simulace a následně jsou aplikovány poznatky do praxe. Pro případovou studii je využíván simulační software Simul8 a podpůrný program Crystal Ball, pomocí nichž je vytvořen model. Cílem je navrhnout nejlepší řešení daného problému a zhodnotit systém z hlediska struktury a funkčnosti. S modelem je provedeno několik experimentů a následně je posouzena vhodnost či nevhodnost použití jednotlivých variant.

Project management is a field in which risk management can be applied. There must be a business case for any project to recognize its benefits for the company. A business case generally uses point estimation of input parameters and evaluates financial criteria for individual variants such as the net present value, pay-back period or internal rate of return. A simulation enables to design a model for the business case analysis while making use of the probability distribution. The model then turns from a deterministic into a stochastic one. The Monte Carlo simulation method, calculating a large number of variants, is employed in projects. The simulation can identify major risk factors, assess their probability and the significance of the impact on the evaluated financial criterion. The analysis outputs suggested by the simulation are the fundamentals of proper risk management. The Crystal Ball simulation software was employed for the calculation in this thesis.

In this thesis, called a simulation model of population growth, there was created the simulation model of a population growth in the Czech Republic to the year 2052. First there was constructed the projection through the component method used in demography. Deterministic values obtained by this method are then used in the simulation analysis. In the simulation analysis there was conducted an experiment with three variables which influence the population growth (the fertility, life expectancy/the coefficient of the decline of the probability of the death/ and the migration balance). With the support of the Crystal Ball, supporting program for Excel, which provides the possibility of the simulations, there was determined the stochastic character of the three variables. There are created the low, medium and high variant of the projections, as well as three other possible variants of population growth that might occur. These variations are called economic crisis, friendly migration policy and restrictive migration policy.

The auction is a form of trading, which is becoming more popular in recent years. For English auction the typical object intended for trading is art or antique etc. Auction houses require the most accurate estimates of total sales for each auction because of their economic activity. These estimates are constructed, but the only information that is available is starting price of auctioned objects (paintings). Two methods have been proposed for purpose of this estimation. They are conducted in the application Crystal Ball. Selling prices of the objects are generated in the first method and total sales are estimated with the help of application assignment problem. The second method consists in the simple sum of generated selling prices. The cornerstone of these methods is the distribution from which a coefficient is generated that sets increase of the starting prices to selling prices. The first part of practical application is dedicated to estimating parameters of this distribution. In the second part, total revenues are estimated using both methods. In conclusion there is the assessment of the suitability for both methods and estimated distributions. Method that provides the most accurate estimate of total sales for auction house is determined there also.

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I Sverige finns cirka 80 000 identifierade förorenade områden som i vissa fall behöver efterbehandling för att hantera föroreningssituationen. Naturvårdsverket publicerade 2009 ett reviderat vägledningsmaterial för riskbedömningar av förorenade områden tillsammans med en beräkningsmodell för att ta fram riktvärden. Riktvärdesmodellen är deterministisk och genererar enskilda riktvärden för ämnen under givna förutsättningar. Modellen tar inte explicit hänsyn till osäkerhet och variabilitet utan hanterar istället det implicit med säkerhets­faktorer och genom att användaren alltid utgår från ett rimligt värsta scenario vid val av parametervärden. En metod för att hantera osäkerhet och variabilitet i riskbedömningar är att göra en så kallad probabilistisk riskbedömning med Monte Carlo-simuleringar. Fördelen med detta är att ingångsparametrar kan definieras med sannolikhetsfördelningar och på så vis hantera inverkan av osäkerhet och variabilitet. I examensarbetet genomfördes en probabilistisk riskbedömning genom en vidare egen implementering av Naturvårdsverkets metodik varefter probabilistiska riktvärden beräknades för ett antal ämnen. Modellen tillämpades med två parameter­uppsättningar vars värden hade förankrats i litteraturen respektive Naturvårdsverkets metodik. Uppsättningarna genererade kumulativa fördelningsfunktioner av riktvärden som överensstämde olika mycket med de deterministiska riktvärden som Naturvårdsverket definierat. Generellt överensstämde deterministiska riktvärden för markanvändningsscenariot känslig mark­användning (KM) mer med den probabilistiska riskbedömningen än för scenariot mindre känslig markanvändning (MKM). Enligt resultatet i examensarbetet skulle dioxin och PCB-7 behöva en sänkning av riktvärden för att fullständigt skydda människor och miljö för MKM. En fallstudie över ett uppdrag som Geosigma AB utfört under hösten 2013 genomfördes också. Det var generellt en överensstämmelse mellan de platsspecifika riktvärden (PRV) som beräknats i undersökningsrapporten och den probabilistiska risk­bedömningen. Undantaget var ämnet koppar som enligt studien skulle behöva halverade riktvärden för att skydda människor och miljö. I den probabilistiska riskbedömningen kvantifierades hur olika skyddsobjekt respektive exponeringsvägar blev styrande för olika ämnens riktvärden mellan simuleringar. För några ämnen skedde avvikelser jämfört med de deterministiska motsvarigheterna i mellan 70-90 % av fallen. Exponeringsvägarnas bidrag till det ojusterade hälsoriskbaserade riktvärdet kvantifierades också i en probabilistisk hälsoriskbaserad riskbedömning. Riktvärden med likvärdiga numeriska värden erhölls för riktvärden med skild sammansättning. Detta motiverade att riktvärdenas sammansättning och styrande exponeringsvägar alltid bör kvantifieras vid en probabilistisk riskbedömning. / In Sweden, approximately 80,000 contaminated areas have been identified. Some of these areas are in need of remediation to cope with the effects that the contaminants have on both humans and the environment. The Swedish Environmental Protection Agency (EPA) has published a methodology on how to perform risk assessments for contaminated soils together with a complex model for calculating soil guideline values. The guideline value model is deterministic and calculates single guideline values for contaminants. The model does not account explicitly for uncertainty and variability in parameters but rather handles it implicitly by using safety-factors and reasonable worst-case assumptions for different parameters. One method to account explicitly for uncertainty and variability in a risk assessment is to perform a probabilistic risk assessment (PRA) through Monte Carlo-simulations. A benefit with this is that the parameters can be defined with probability density functions (PDFs) that account for the uncertainty and variability of the parameters. In this Master's Thesis a PRA was conducted and followed by calculations of probabilistic guideline values for selected contaminants. The model was run for two sets of PDFs for the parameters: one was collected from extensive research in published articles and another one included the deterministic values set by the Swedish EPA for all parameters. The sets generated cumulative probability distributions (CPDs) of guideline values that, depending on the contaminant, corresponded in different levels to the deterministic guideline values that the Swedish EPA had calculated. In general, there was a stronger correlation between the deterministic guideline values and the CPDs for the sensitive land-use scenario compared to the less sensitive one. For contaminants, such as dioxin and PCB-7, a lowering of the guideline values would be required to fully protect humans and the environment based on the results in this thesis. Based on a recent soil investigation that Geosigma AB has performed, a case study was also conducted. In general there was a correlation between the deterministic site specific guideline values and the CPDs in the case study. In addition to this, a health oriented risk assessment was performed in the thesis where unexpected exposure pathways were found to be governing for the guideline values. For some contaminants the exposure pathway governing the guideline values in the PRA differed from the deterministic ones in 70-90 % of the simulations. Also, the contributing part of the exposure pathways to the unadjusted health guideline values differed from the deterministic ones. This indicated the need of always quantifying the composition of guideline values in probabilistic risk assessments.

This master’s thesis is aimed to evaluate the effectivity of an investment project while respecting economic risks. These are the basic elements of the thesis: analysis and effectivity performance and evaluation of economic risks of an investment project. The goal as well as the outcome of the thesis is using these principles above for conducting a case study based on a real data.

The aim of the Thesis is to determine the influence of technical analysis to the profitability of shares by O2 Telefónica, Komerční banka and ČEZ whan applied to a predeterminated trading model and judge the validity of Efective Markets Theory. It will be also followed up the influence of trading signals of technical indicators on the shape and characteristics of conditional distribution set by those signals. The Crystal Ball was used as the main software tool. This software dispose of all tools necesarry for the analysis. There is also desribed the theoretical background of areas like shares, technical analysis, random quantity distribution, generating of random numbers and other related areas in the Thesis, so the reader who does not understand the problemacy could understand the best.

Předmětem diplomové práce je nastínit základy simulací, modelů hromadné obsluhy a fungování zákaznických center. V praktické části je použit k úpravě získaných dat software Crystal Ball, pro samotnou simulaci a analýzu Kontakt centra Karneval pak simulační program Simul8.

The thesis is focused on risk and uncertainty in decision theory. It introduces principles of choosing the best alternative in case of uncertainty and risk, as well as different ways how to quantify and manage the risk, therefore the risk management. The thesis also discusses simulation, definition of random numbers and generating of these numbers. Monte Carlo method is widely used in this area. One of the applications based on Monte Carlo method is Crystal Ball; detailed description of this application is also mentioned. At the close, an example of the capital project valuation is provided as the demonstration of Crystal Ball application.