Thesis (Selection of subject)Thesis (Selection of subject)(version: 368)
Thesis details
   Login via CAS
Stabilní rozdělení a finanční aplikace
Thesis title in Czech: Stabilní rozdělení a finanční aplikace
Thesis title in English: Stable distributions and applications to finance
Academic year of topic announcement: 2006/2007
Thesis type: Bachelor's thesis
Thesis language: čeština
Department: Department of Probability and Mathematical Statistics (32-KPMS)
Supervisor: prof. Lev Klebanov, DrSc.
Author: hidden - assigned and confirmed by the Study Dept.
Date of registration: 26.01.2007
Date of assignment: 26.01.2007
Date and time of defence: 20.09.2007 00:00
Date of electronic submission:07.08.2007
Date of submission of printed version:07.08.2007
Date of proceeded defence: 20.09.2007
Opponents: Mgr. Petr Dostál, Ph.D.
 
 
 
Guidelines
Posluchač nastuduje literaturu o stabilních rozděleních a jejich finančních aplikacích
a shrne získané poznatky.
References
G. Samorodnitsky, M.S. Taggu: Stable Non-Gaussian Random Processes.
Chapmann & Hall, New York, 1994.

L. Klebanov: Heavy Tailed Distributions. MFF UK, Praha, 2003.
 
Charles University | Information system of Charles University | http://www.cuni.cz/UKEN-329.html