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Ohodnocování finančních derivátů / Financial Derivatives Valuation

Financial derivatives have been constituting one of the most dynamic fields in the mathematical finance. The main task is represented by the valuation or pricing of these instruments. This theses deals with standard models and their limits, tries to explore advanced methods of continuous martingale measures and on their bases proposes numerical methods applicable to derivatives valuation. Some procedures leading to elimination of certain simplifying assumptions are presented as well.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:3927
Date January 2008
CreatorsBažant, Petr
ContributorsMálek, Jiří, Witzany, Jiří
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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