Global ETD Search

11	Matematické modelování kurzu koruny / Mathematical modelling of crown rate UHLÍŘOVÁ, Žaneta January 2015 (has links) This thesis is focused on mathematical modelling of exchange rate CZK/USD in 1991 - 2014. Time series was divided into 5 parts. First Box-Jenkins methodology models were examined, especially ARIMA model. Unfortunately, the model could not be used because none of the time series showed correlation. The time series is considered as a white noise. The data appear to be completely random and unpredictable. The time series have not constant variance neither normal distribution and therefore GARCH volatility model was used as the second model. It is better not to divide time series when using model of volatility. Volatility model contributes to more accurate prediction than the standard deviation. Results were calculated in RStudio software and MS Excel.
12	Strategie pro měnový trh s využitím fraktálu / Fractals Strategies on FOREX Market Raab, Filip January 2016 (has links) This diploma thesis is focused on teoretical and practial aspects in the creation of trading strategie on FOREX market. The thesis include indicator and strategy that are build for tradning with EUR/USD currency. The designed strategy is developed in MetaTrader enviroment in MetaQuotes programming language. Indicator is optimalized on historical dates and choose settings for indicator to profit.
13	Vývoj a perspektivy postavení USA jako světového hegemona / Development and prospects of the U.S. position as the global hegemon Nyklová, Hana January 2012 (has links) The thesis deals with the development and prospects of the hegemonic U.S. position and analyzes the ability of its rivals to compete in hegemonic position. The first chapter introduces the fundamental theory and history related to the concept of hegemony, the second chapter compares the position and influence of the USA and its selected rivals in the world economy on the basis of individual attributes of hegemony and the third chapter examines the role of USD as the key world currency and possible alternatives to the current configuration of the international monetary system.
14	Indikátor obsahu feromagnetických fází / Metal components testing equipment Krupa, Zdeněk January 2009 (has links) This thesis deals with designing a portable indicator for measuring of content of ferromagnetic phase in non-ferromagnetic steels. The first part of the thesis describes the principle of sensor used in the indicator. A market survey is presented, with a description of selected indicators that are suitable for measurement of content of ferromagnetic phases. The following part deals with a design of the device hardware, which is focused on finding a suitable indicator concept. Circuits for battery charge, measuring chain and other circuits are designed in this part. The following part of the thesis describes the function of the software. First it describes the software for DSP, then the software for personal computer. The software for DSP has been programmed in the C language, the software for the personal computer in the C# language. The last part but one describes an inspectional measurement of the indicator. This measurement has been performed on testing samples as well as other materials. The final part presents a summary of the outcomes and provides recommendations for possible improvement.
15	Ekonomická analýza měnového páru EUR/USD / Economic analysis of currency pair EUR/USD Peťura, Michal January 2016 (has links) This thesis deals with the relationship of exchange rate theory regarding the currency pair EUR / USD. The theoretical part defines the fundamental issue of exchange rates, exchange-rate regimes and the foreign exchange market, where the exchange rates are made. The crucial part of the theory is devoted to economic theories causing currency movements. In conclusion of the theoretical part attention is also given to econometric methods and statistics time series analysis. The analytical part of the thesis examines the short and long term relationships of purchasing power parity, the theory of parity of interest rates and monetary approach to the exchange rate for the currency pair EUR / USD. A regression analysis is used for investigating short-term relationships, and is applied to the relative changes in the value of the currency pair EUR / USD and the changes in the relative values of the theory of exchange rate determination. The long-term equilibrium relationship is analyzed by using a cointegration analysis, specifically the Engle-Granger and Johansen tests. The estimated results are evaluated and discussed in the final part of the thesis.
16	Světový trh FTTx připojení / Global FTTx market Beníšek, Jan January 2009 (has links) This master thesis focuses on the worldwide optical connection situation.Within the respective regions of Asia-Pacific,the Americas and Europe, it identifies the main countries and focuses on the situation and share of FTTx subscribers in them.It tries to answer the question of what technologies are represented the most on particular markets. Within each country,two service providers are chosen and their offer analyzed.For an overview,the price offer for an Internet connection with the highest transmission rate and the price for VoIP service are provided. The analytical part uses the obtained data from individual countries and regions for a price comparison and market forecast.The price comparison deals with the price level of a standard connection in relation to GDP per capita in PPS.This comparison enables the discovery of how expensive the Internet connection via FTTx is in a particular country.Furthermore, the analytical part, in relevant countries, focuses on the calculation of the ratio of costs for the yearly use of a FTTx subscription in relation to the disposable family income. The highest ratio-8.37%-was recorded in India. The thesis also includes a market forecast in the horizon of the end of 2009 and 2010 for the most important countries.For each country,the main growth factor is identified and subsequently the development for the entire year 2009 and 2010 is forecast.The worldwide forecast is 61.37 million (as of the end of 2009) and 72.67 million (as of the end of 2010) FTTx subscriptions.The contribution of this master thesis is the analysis of in what state of development the market of Internet optical connection is in the most important countries, with price comparisons and a market forecast constituting further contributions.
17	Tři eseje o měnových trzích ve střední Evropě / Three Essays on Central European Foreign Exchange Markets Moravcová, Michala January 2019 (has links) This dissertation thesis consists of three essays on new EU foreign exchange markets (FX), i.e. the Czech koruna, Polish zloty and Hungarian forint. In the first two essays, the impact of foreign macroeconomic news announcements and central banks' monetary policy settings on the value and volatility of examined exchange rates is analyzed. In the third chapter, the conditional comovements and volatility spillovers on new EU FX markets is examined. The aim of this thesis is to contribute to the existing empirical literature by providing new evidence of the examined currencies during periods, which have not been examined yet (after the Global financial crisis (GFC), during the EU debt crisis and during currency interventions in the Czech Republic). The first essay (Chapter 2) examines the impact of Eurozone/Germany and US macroeconomic news announcements and monetary policy settings of the ECB and the Fed on the value of new EU member states' currencies. It is a complex analysis of 1-minute intraday dataset performed by event study methodology (ESM). We observe different reactions of exchange rates in pair with the US dollar on the US macroeconomic announcements and Euro-expressed FX rates on Germany macro news during the EU debt crisis and after it. We also provide evidence of leaking news, showing...
18	Valuta och internationellt bistånd : Svenska biståndsorganisationers hantering av valutaköp och valutarisk / International Aid and Currency : Currency management and foreign exchange risk management of Swedish non-governmental organizations. Backlund, Eric, Sörensson, Jonathan January 2015 (has links) Bakgrund: Biståndsorganisationer (NGOs) är verksamma i hela världen och exponeras följaktligen mot valutarisk. Organisationerna hanterar biståndsmedel i så väl vanliga som ovanliga valutor när de på olika sätt finansierar lokala samarbetspartners. Andelen forskning om hur biståndsorganisationer hanterar valutaköp och valutarisk är begränsad och denna studie avser att studera området ytterligare. Syfte: Studien ämnar att utifrån riskhanteringsteori samt best practice analysera problematiken kring exponeringen mot valutarisk för svenska NGOs samt dess biståndsmottagare. Syftet är även att på detta sätt kunna diskutera generella strategier för svenska NGOs valutahandel och valutariskhantering. Genomförande: Den kvalitativa ansatsen utgörs av informationsinhämtning i form av nio intervjuer som utformats efter teori samt tidigare studier. Genom fem intervjuer med svenska NGOs ges en bild av hur organisationernas processer och behov ser ut relaterat till valutariskhantering. Information om hur valutarisk- och valutahantering bedrivs i praktiken samt hur experter inom området ser på NGOs nuvarande hantering baseras på fyra intervjuer med aktörer inom valutarisk- och valutahantering. Studiens empiri från genomförda intervjuer analyseras med stöd i studiens teoretiska referensram samt tidigare studier. Slutsats: Studien visar att problematiken kring valutahandel och valutariskhantering är mer komplex än den verkar vid en första anblick samt att syftet med valutariskhantering skiljer sig mellan vinstdrivande företag och ideella organisationer. Det framgår även att NGOs i nuläget överför merparten av exponeringen mot valutarisk till motpart genom avtal och att NGOs med stor andel bunden finansiering inte har möjlighet att utförligt undersöka eller implementera valutariskhantering. Slutligen har ett antal strategier utvecklats för att mer kostnadseffektivt köpa valuta. / Background: Non-governmental organizations (NGOs) are active in most parts of the world and are consequently exposed to foreign exchange risk. The organizations manage aid funds in both common and uncommon types of currency when they in different ways finance local cooperation partners. The amount of previous research how aid organizations handle the management of currency trade and foreign exchange risk is limited and this study aims to examine the area further. Aim: The study aims to analyse the complex of problems regarding exposure to foreign exchange risk for both Swedish NGOs and their cooperation partners, to do so on the basis of foreign exchange risk theory and best practice. The aim is in such a way to discuss general strategies for currency trade and foreign exchange risk management for Swedish NGOs. Completion: The qualitative approach consists of nine interviews that have been designed in accordance with theory and previous research. A picture of the organizational processes and needs of Swedish NGOs regarding foreign exchange risk- and currency trade management was given by five interviews with NGOs. Information concerning how foreign exchange risk- and currency trade management is utilized in practice and how experts in the field perceive current management of NGOs was gathered from four interviews with actors within foreign exchange risk- and currency trade management. The empirical data is analysed on the basis of the theoretical framework and previous research. Conclusion: The study shows that the complex of problems regarding foreign exchange risk- and currency trade management are not as straightforward as at first glance. It also indicates that foreign exchange risk management differs between for-profit businesses and non-profit organizations. It appears that NGOs currently transfer all foreign exchange risk exposure to its counterpart through contracts. The investigation and implementation of foreign exchange risk management is not possible for NGOs with a large ratio of restricted funds. Finally a number of strategies have been developed for a more cost-effective currency trade. currency foreign trade FX aid NGOs NGO non governmental organizations organizations risk humanitarian international management options forwards swap USD EUR exposure transaction translation effective efficient bistånd NGOs NGO biståndsorganisationer hjälporganisationer humanitära organisationer biståndsmedel valuta valutahandel valutakurser valutarisk risk riskhantering valutaköp transaktionsexponering translationsexponering hård valuta exotisk valuta valutaförlust valutahantering valutariskhantering svenska biståndsorganisationer SIDA ramorganisationer ramavtal avtal om rambidrag optioner terminer valutaoptioner valutaterminer NDF förlustfinansiering intern riskreducering ekonomisk effektiv

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