Pravděpodobnostní rozdělení ve financích

• Název práce v češtině: Pravděpodobnostní rozdělení ve financích
• Název v anglickém jazyce: Probability distributions in finance
• Klíčová slova: Laplaceovo rozdělení, asymetrické Laplaceovo rozdělení
• Klíčová slova anglicky: Laplace distribution, asymmetric Laplace distribution
• Akademický rok vypsání: 2010/2011
• Typ práce: bakalářská práce
• Jazyk práce: čeština
• Ústav: Katedra pravděpodobnosti a matematické statistiky (32-KPMS)
• Vedoucí / školitel: doc. RNDr. Jan Hurt, CSc.
• Řešitel: skrytý - zadáno a potvrzeno stud. odd.
• Datum přihlášení: 10.11.2010
• Datum zadání: 10.11.2010
• Datum a čas obhajoby: 12.09.2011 00:00
• Datum odevzdání elektronické podoby: 22.07.2011
• Datum odevzdání tištěné podoby: 05.08.2011
• Datum proběhlé obhajoby: 12.09.2011
• Oponenti: RNDr. Jitka Zichová, Dr.

Zásady pro vypracování

Student prostuduje rozdělení vhodná pro modelování výnosů/ztrát. Jedná se zejména o rozdělení asymetrická a rozdělení s těžkými chvosty. O nich pojedná a provede numerická porovnání týkající se zejména chování chvostů.

Seznam odborné literatury

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Předběžná náplň práce

Alternativní rozdělení ve financích.

Předběžná náplň práce v anglickém jazyce

Various distributions in finance.