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Replication Methods in the Pricing and Hedging of Barrier Options

Tomáš, Tichý - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 7-8, pp. 305-324

This paper considers various options replication methods. Firstly, a specific type of barrier option, an up-and-out call, is considered. Other barrier options are briefly also described, and various types of barriers are considered. Secondly, a general definition of replication methods is...

Persistent link: https://www.econbiz.de/10008549672

Aplikace FIGARCH a EWMA modelu° na burzovní indexy PX a BUX

Štolc, Zdeněk - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 19 (2011) 4, pp. 25-38

Persistent link: https://www.econbiz.de/10009376296

Evoluční dynamika vězňova dilematu: Vliv topologie interakcí a imitace na vývoj kooperativního chování

Hausenblas, Václav; Švarc, Petr - 2008

Kooperativní chování je nezbytnou podmínkou pro existenci moderních komplexních společenství a ekonomik, jak je známe dnes. Z pohledu společenských věd je proto zajímavé porozumnět, jak takové chování může převažovat i v situacích, kdy jednoduchá úvaha vede k opačnému...

Persistent link: https://www.econbiz.de/10010322255

Evoluční dynamika vězňova dilematu: vliv topologie interakcí a imitace na vývoj kooperativního chování

Hausenblas, Vaćlav (contributor); Švarc, Petr (contributor) - 2008

Persistent link: https://www.econbiz.de/10003790270

Evoluční dynamika vězňova dilematu: Vliv topologie interakcí a imitace na vývoj kooperativního chování

Hausenblas, Václav; Svarc, Petr - Institut ekonomických studií, Univerzita Karlova v Praze - 2008

Persistent link: https://www.econbiz.de/10005808659

On Estimation of Volatility of Financial Time Series for Pricing Derivatives

Černý, Michal - In: Acta Oeconomica Pragensia 2008 (2008) 4, pp. 12-21

Estimation of volatility of financial time series plays a crucial role in pricing derivatives. Volatility is often …

Persistent link: https://www.econbiz.de/10005036300

Odhad časově proměnných parametr°u v modelech české ekonomiky

Tonner, Jaromír (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003536043

Corporate strategy and financial theory

Vlachý, Jan - In: Politická ekonomie 2009 (2009) 2, pp. 147-162

The dramatically growing disproportion between the value of corporate assets and market valuation has resulted in a well-researched schism between strategic management and financial theory. Options theory provides a potent tool to resolve this issue. We propose a model which is consistent with...

Persistent link: https://www.econbiz.de/10005258060

Photovoltaic Energy in the Czech Republic in the 21st Century - A Case Study of a Power Plant for a Family House

Řehořová, Pavla; Exnerová, Marcela - In: Acta Oeconomica Pragensia 2011 (2011) 4, pp. 66-80

Energy, or renewable energy sources, is currently a frequently discussed topic. This paper focuses mainly on the economics of photovoltaic energy, specifically valuation of this technology. First, photovoltaic power systems are described, followed by a description of the method of analysis of...

Persistent link: https://www.econbiz.de/10009294291

Hedging Strategies and Financial Risks

Zmeškal, Zdenìk - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 1-2, pp. 50-63

Hedging strategies represent basic instrument used toward eliminating financial risk. Increasing volatility of … select hedging strategies. Five basic hedging strategies ? delta hedging, minimum variance, minimum value at risk, maximum … portfolios consisting of risk assets (share, bond, commodity price, and exchange rate) and hedged assets (financial derivative …

Persistent link: https://www.econbiz.de/10008495620