| dc.contributor.advisor | Hlubinka, Daniel | |
| dc.creator | Mordinová, Katarína | |
| dc.date.accessioned | 2017-03-30T14:25:52Z | |
| dc.date.available | 2017-03-30T14:25:52Z | |
| dc.date.issued | 2006 | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11956/6944 | |
| dc.description.abstract | Nazcv praee: /akony arku sinu Autor: Katarina Mordinova Katedra (iistuv): Kaledra pravdepodobnosti a matematicke statistiky MFF UK Vedouci bakalafske prace: RNDr. Daniel Hlubinka, PhD e-mail vedouciho: Daniel.IIlubinka(«}rnff.ciini.c/. Abstrakt: Tato bakalarska praca pojednava o Zakonc arku sinu pre roznc typy nahodnych velicin.Praca je clenena do troch casti.Prva kapitola su /aobera najjednoduchsou variantou altcrnativne rozdeleuyeh nezavislych scitancov.Zaoberame sa vyslovenim a dokazom Zakonu arku sinu.Druha kapitola formuje /akon arku sinu pro Wicncrov proccs.Tretia kapitola sa venuje vyuzitiu Wiencrovho proccsu v praxi pri occhovuni finanCnych dcrivatov pomocou Black-Scholesovcj tbrmule. Klicova slova: Zakon arku sinu. Nahodna prcchadzka, Wienerov proccs, Oceiiovunie akcii, Black-Scholesova formula Title: The arc sine laws Author: Katarina Mordinova Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Daniel Hlubinka, PhD Supervisor's e-mail address: Daniel.11lubinkafa>,mff.cuni.cz Abstract: This bachelor thesis threats of the Arc sine law for different types of random variables.The work is divided into three parts.First chapter talks about the simplest alternative distribution function for independent summands.We concerned about vote and proof of the Arc sine law.Second... | cs_CZ |
| dc.description.abstract | Nazcv praee: /akony arku sinu Autor: Katarina Mordinova Katedra (iistuv): Kaledra pravdepodobnosti a matematicke statistiky MFF UK Vedouci bakalafske prace: RNDr. Daniel Hlubinka, PhD e-mail vedouciho: Daniel.IIlubinka(«}rnff.ciini.c/. Abstrakt: Tato bakalarska praca pojednava o Zakonc arku sinu pre roznc typy nahodnych velicin.Praca je clenena do troch casti.Prva kapitola su /aobera najjednoduchsou variantou altcrnativne rozdeleuyeh nezavislych scitancov.Zaoberame sa vyslovenim a dokazom Zakonu arku sinu.Druha kapitola formuje /akon arku sinu pro Wicncrov proccs.Tretia kapitola sa venuje vyuzitiu Wiencrovho proccsu v praxi pri occhovuni finanCnych dcrivatov pomocou Black-Scholesovcj tbrmule. Klicova slova: Zakon arku sinu. Nahodna prcchadzka, Wienerov proccs, Oceiiovunie akcii, Black-Scholesova formula Title: The arc sine laws Author: Katarina Mordinova Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Daniel Hlubinka, PhD Supervisor's e-mail address: Daniel.11lubinkafa>,mff.cuni.cz Abstract: This bachelor thesis threats of the Arc sine law for different types of random variables.The work is divided into three parts.First chapter talks about the simplest alternative distribution function for independent summands.We concerned about vote and proof of the Arc sine law.Second... | en_US |
| dc.language | Slovenčina | cs_CZ |
| dc.language.iso | sk_SK | |
| dc.publisher | Univerzita Karlova, Matematicko-fyzikální fakulta | cs_CZ |
| dc.title | Zákony arku sinu | sk_SK |
| dc.type | bakalářská práce | cs_CZ |
| dcterms.created | 2006 | |
| dcterms.dateAccepted | 2006-09-27 | |
| dc.description.department | Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| dc.description.department | Department of Probability and Mathematical Statistics | en_US |
| dc.description.faculty | Faculty of Mathematics and Physics | en_US |
| dc.description.faculty | Matematicko-fyzikální fakulta | cs_CZ |
| dc.identifier.repId | 43670 | |
| dc.title.translated | The arc sine laws | en_US |
| dc.title.translated | Zákony arku sinu | cs_CZ |
| dc.contributor.referee | Lachout, Petr | |
| dc.identifier.aleph | 000869202 | |
| thesis.degree.name | Bc. | |
| thesis.degree.level | bakalářské | cs_CZ |
| thesis.degree.discipline | Financial Mathematics | en_US |
| thesis.degree.discipline | Finanční matematika | cs_CZ |
| thesis.degree.program | Mathematics | en_US |
| thesis.degree.program | Matematika | cs_CZ |
| uk.thesis.type | bakalářská práce | cs_CZ |
| uk.taxonomy.organization-cs | Matematicko-fyzikální fakulta::Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| uk.taxonomy.organization-en | Faculty of Mathematics and Physics::Department of Probability and Mathematical Statistics | en_US |
| uk.faculty-name.cs | Matematicko-fyzikální fakulta | cs_CZ |
| uk.faculty-name.en | Faculty of Mathematics and Physics | en_US |
| uk.faculty-abbr.cs | MFF | cs_CZ |
| uk.degree-discipline.cs | Finanční matematika | cs_CZ |
| uk.degree-discipline.en | Financial Mathematics | en_US |
| uk.degree-program.cs | Matematika | cs_CZ |
| uk.degree-program.en | Mathematics | en_US |
| thesis.grade.cs | Výborně | cs_CZ |
| thesis.grade.en | Excellent | en_US |
| uk.abstract.cs | Nazcv praee: /akony arku sinu Autor: Katarina Mordinova Katedra (iistuv): Kaledra pravdepodobnosti a matematicke statistiky MFF UK Vedouci bakalafske prace: RNDr. Daniel Hlubinka, PhD e-mail vedouciho: Daniel.IIlubinka(«}rnff.ciini.c/. Abstrakt: Tato bakalarska praca pojednava o Zakonc arku sinu pre roznc typy nahodnych velicin.Praca je clenena do troch casti.Prva kapitola su /aobera najjednoduchsou variantou altcrnativne rozdeleuyeh nezavislych scitancov.Zaoberame sa vyslovenim a dokazom Zakonu arku sinu.Druha kapitola formuje /akon arku sinu pro Wicncrov proccs.Tretia kapitola sa venuje vyuzitiu Wiencrovho proccsu v praxi pri occhovuni finanCnych dcrivatov pomocou Black-Scholesovcj tbrmule. Klicova slova: Zakon arku sinu. Nahodna prcchadzka, Wienerov proccs, Oceiiovunie akcii, Black-Scholesova formula Title: The arc sine laws Author: Katarina Mordinova Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Daniel Hlubinka, PhD Supervisor's e-mail address: Daniel.11lubinkafa>,mff.cuni.cz Abstract: This bachelor thesis threats of the Arc sine law for different types of random variables.The work is divided into three parts.First chapter talks about the simplest alternative distribution function for independent summands.We concerned about vote and proof of the Arc sine law.Second... | cs_CZ |
| uk.abstract.en | Nazcv praee: /akony arku sinu Autor: Katarina Mordinova Katedra (iistuv): Kaledra pravdepodobnosti a matematicke statistiky MFF UK Vedouci bakalafske prace: RNDr. Daniel Hlubinka, PhD e-mail vedouciho: Daniel.IIlubinka(«}rnff.ciini.c/. Abstrakt: Tato bakalarska praca pojednava o Zakonc arku sinu pre roznc typy nahodnych velicin.Praca je clenena do troch casti.Prva kapitola su /aobera najjednoduchsou variantou altcrnativne rozdeleuyeh nezavislych scitancov.Zaoberame sa vyslovenim a dokazom Zakonu arku sinu.Druha kapitola formuje /akon arku sinu pro Wicncrov proccs.Tretia kapitola sa venuje vyuzitiu Wiencrovho proccsu v praxi pri occhovuni finanCnych dcrivatov pomocou Black-Scholesovcj tbrmule. Klicova slova: Zakon arku sinu. Nahodna prcchadzka, Wienerov proccs, Oceiiovunie akcii, Black-Scholesova formula Title: The arc sine laws Author: Katarina Mordinova Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Daniel Hlubinka, PhD Supervisor's e-mail address: Daniel.11lubinkafa>,mff.cuni.cz Abstract: This bachelor thesis threats of the Arc sine law for different types of random variables.The work is divided into three parts.First chapter talks about the simplest alternative distribution function for independent summands.We concerned about vote and proof of the Arc sine law.Second... | en_US |
| uk.file-availability | V | |
| uk.publication.place | Praha | cs_CZ |
| uk.grantor | Univerzita Karlova, Matematicko-fyzikální fakulta, Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| dc.identifier.lisID | 990008692020106986 | |
