This thesis is focused on a theoretical explication of the basic methods of the calculation Value at Risk for the market and credit risk. For the market risk there is in detail developed the variance -- covariance method, historical simulation and Monte Carlo simulation, above all for the nonlinear portfolio. For all methods the assumptions of their applications are highlighted and the comparation of these methods is made too. For the credit risk there is made a theoretical description of CreditMetrics, CreditRisk+ and KMV models. Analytical part is concerned in the quantification of Value at Risk on two portfolios, namely nonlinear currency portfolio, which particular assumptions of the variance -- covariance method a Monte Carlo simulation are tested on. Then by these methods the calculation of Value at Risk is realized. The calculation of Credit Value at Risk is made on the portfolio of the US corporate bonds by the help of CreditMetrics model.

Pricing of more complex derivatives is very often based on Monte Carlo simulations. Estimates given by these simulations are derived from thousands of scenarions for the underlying asset price developement. These estimates can be more precise in case of higher number of scenarions or in case of modifications of a simulation mentioned in this master thesis. First part of the thesis includes theoretic description of variance reduction techniques, second part consists of implementation of all techniques in pricing a barrier option and of their comparison. We conclude the thesis by two statements. The former one says that usage of each technique is subject to simulation specifics, the latter one recommends to use MC simulations even in the case a closed-form formula was derived.

Práce se zabývá optimalizací najíždění kontinuální chemické výroby, jenž má značný vliv na ekonomiku procesu. Základním pilířem práce je myšlenka optimalizace této komplexní operace na základě historických dat bez nutnosti užití složitých chemicko inženýrských výpočtů. V práci je využito moderních metod řízení ke zmapování procesu a následně k vyhledání míst, ve kterých dochází k největším prodlevám. Druhá část práce se zabývá optimalizací procesu s využitím modelů a metod řízení projektů, zejména síťové analýzy. V závěru práce je proces simulován pomocí metody Monte Carlo.

This thesis is focused on the question whether it is possible to fully simulate the sound of real musical instruments on the personal computer. The opening chapters deal with basic characteristics of sound information, its perceiving and also its digital form. Futher there is an elaborate analysis of computer simulation in comparison with legitimate records. The output of this part are worded assumptions. The next parts offer a detailed look at programming approaches and methods of computer sound creation. The research leads to a hearing test in which author tries to confirm the hypotheses as well as to answer the primary question.

One of the products produced by Motorpal a.s. is a camshaft. Recently, the company signed a contract with Bosch company to produce new types of camshaft. The analysis of the impact of the contract on the production was made by simulation. To perform the simulation it was necessary to map the whole process. The simulation of the current state was made in the first phase. The results shew many uneffectivnesses in the process and lack of capacity of some workplaces. Some changes in the process were suggested and tested with the aid of the simulation. The best results were achieved when the single-item flow was used. In the second phase the production of a new type of camshaft was added to the simulation. Analysis of these results was divided into two parts. The new production was analysed in the first part and it was discovered that the planned capacites are very deficient. The impact of the new production on the current one was analysed in the second part. It shew that this impact is negativ, especially on the duration of production.

Thesis on the theme "The Management Of Stock Of Spare Parts Logistics Chains" deals with the specification of logistic chains, spare parts inventory management and functioning of these chains. The theoretical part focuses on the definition of the theoretical background needed to understand the functioning of these chains. It ranges from the definition of the logistics chain, through ABC analysis to the detailed characteristics of the chain of spare parts. Besides a general overview the thesis includes example from real practice. In the practical section, through simulation models thesis presents the operation and management of the spare parts logistics chains. The practical section shows the simulation model of the current situation and compares it with the model after the introduction of stock management in the company.

The implementation of photovoltaic power plants is the result of the collaboration between developers, investors, financing institutions, municipalities and general contractors. Investors make informed decisions based on expert evaluations of financial and nonfinancial criteria of projects. The investor provides equity capital for the project and the bank provides a loan usually in the amount of 70-80% of the total investment cost. The investor looks for the optimal solution for his investment and for the preparation and implementation of the project. To achieve this the investor needs to have a very good understanding of the country specifics where the project is located. During the construction works, outside bodies are part of the undertaking, especially law firms, expert technical supervisors and risk managers. The completed project is then valued using industry-standard methods and it becomes part of the investor's portfolio. New knowledge acquired during the development process is managed and applied to other projects.

Master's thesis concerns itself with a design of a brand new business simulation game. The first part defines business simulation games as a specific form of educational activity and describes their individual components. The second part is fully dedicated to design. It specified goals and requirements for the proposed software application and economic model of the game and describes ways to implement them. The design focuses on technical aspects of the game, on defining specific algorithms for the model to use and on implications of relationships among variables in the proposed model.

This diploma thesis deals with security in the hospital enviroment. The work creates a new evacuation plan for large-monoblock Hospital for adults in FN Motol. Evacuation plan covers all activities of the announcement of evacuation after the removal of the last patient from the hospital. For developed evacuation plan at workcompiled four simulation models in SIMUL8. With these models, theevacuation plan and tested models provide a quantitative value, according to which it can better prepare for possible evacuation. This thesis has fulfilled its purpose -- was created functional evacuation plan, and simulation models provide additional information as to which should be ensured smoother running of the evacuation.

The thesis is composed of three main parts. The first part is theoretical and I deal here with economic relationships between macroeconomic magnitudes. Second part dedicated to the econometric theory of prognosis follows, in which I deal with different types of prognoses and prediction methods used at present. In the third, practical, part my intended aim is to create the best possible models of relations between fundamental macroeconomic magnitudes, using real Czech economy data, and to make simulation predictions of these magnitudes based on acquired models while utilising scenario analysis. First, I deal with choice of MSE and VAR models. Then follows the estimate of particular models and validation of prognostic capabilities of particular models for static and dynamic simulation. I conclude with elaboration of macroeconomic magnitudes prognosis while using scenario analysis.