From the beginning of 20th century many studies proved randomness in price evolution of investment instruments. Therefore models respecting this randomness must be used in portfolio management. This thesis' aim is to provide basic theory regarding some of the stochastic methods and show their practical use in real situations.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:73894 |
| Date | January 2010 |
| Creators | Vacek, Vladislav |
| Contributors | Radová, Jarmila, Burešová, Jana |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
Page generated in 0.0021 seconds