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3 816 (0,174s) •

Project

Robust numerical schemes for pricing of selected options under various market conditions (GA16-09541S)

The proposed project will deal with the development, theoretical analysis, implementation and testing of new numerical methods for pricing of selected options under of efficiency measured by robustness with respect to various types of op...

AH - Ekonomie

  • 2016 - 2018
    • •
  • 6 894 tis. Kč
    • •
  • 5 967 tis. Kč
    • •
  • GA ČR
Project

Criminal Proceedings in Matters of Juveniles in the Czech Republic and Selected States of the European Union (GPP408/11/P612)

between EU member states, options of application of the reciprocal recognition those related to the criminal liability limit, options of defence of the juvenile of the EuropeanCourt of Justice, the European Court of Human ...

AG - Právní vědy

  • 2011 - 2015
    • •
  • 495 tis. Kč
    • •
  • 495 tis. Kč
    • •
  • GA ČR
Project

Management of Extreme Financial Events (GA13-34480S)

basic contracts, such as European options using the methods of a symmetric change...

AH - Ekonomie

  • 2013 - 2015
    • •
  • 1 765 tis. Kč
    • •
  • 1 765 tis. Kč
    • •
  • GA ČR
Project

Advanced low output furnace for wood combustion. (FD-K/097)

Options for increasing the combustion efficiency will be investigated in an experimental combustion chamber and the investigation results will be empoyed at designing an innovation combustor of about 6 and 9 kW output. The new furnace will b...

JE - Nejaderná energetika, spotřeba a užití energie

  • 2001 - 2004
    • •
  • 28 767 tis. Kč
    • •
  • 13 500 tis. Kč
    • •
  • MPO
Project

The fattening of entire male boars as an economically and ethically acceptable option to resolve the ban or restriction on surgical castration (QK1910400)

of European Union countries. The project should provide the user with the knowledge, facts and methodologies leading to a successful adaptation to the changing conditions of the European......

Animal and dairy science; (Animal biotechnology to be 4.4)

  • 2019 - 2023
    • •
  • 16 494 tis. Kč
    • •
  • 16 494 tis. Kč
    • •
  • MZe
Project

Evaluation of possible options for the future development of European integration (TIRVMZV702)

The aim of the project is to model probable scenarios of further developments in the short, medium and long term based on analysis of current developments in key Union issues and policies. Based on them, they will make recommendations for the positio...

Political science

  • 2018 - 2020
    • •
  • 1 750 tis. Kč
    • •
  • 1 750 tis. Kč
    • •
  • TA ČR
Project

Advanced Econometric Models for Option Pricing II – AdEMOP2 (GA21-10768S)

asset by estimating the implied volatility (IV) of options. However, the natural of the volatility smile when progressing towards the maturity date) artificial options with a constant maturity are introduced. The IV of the artific...

Applied mathematics

  • 2021 - 2023
    • •
  • 4 395 tis. Kč
    • •
  • 4 395 tis. Kč
    • •
  • GA ČR
Project

Real options and conditions and possibilities of their application in the energy sector (GP402/07/P121)

Project is focused on verifying of applicability of real option methodology projects are modelled as call and put options, which can be exercised under pre, switch option from coal to gas mining in Frenštát etc.). For quant...

AH - Ekonomie

  • 2007 - 2009
    • •
  • 267 tis. Kč
    • •
  • 267 tis. Kč
    • •
  • GA ČR
Project

Measures Undertaken in Connection With the Implementation of the Optional Protocol to the UN Convention Against Torture Into Domestic Law (RB2/12/03)

Study - Measures Undertaken in Connection With the Implementation of the Optional Protocol to the UN Convention Against Torture Into Domestic Law......

AD - Politologie a politické vědy

  • 2003 - 2004
    • •
  • 245 tis. Kč
    • •
  • 245 tis. Kč
    • •
  • MZV
Project

Modelling of processes on financial markets and prediction of firm default by real options (GA15-20405S)

default by real options approach. Pricing of fin. derivatives, Am. options for solving pricing problems of compound options with time-dependent free boundaries of optimal exercising. This procedure is used for analysis and...

AH - Ekonomie

  • 2015 - 2018
    • •
  • 985 tis. Kč
    • •
  • 985 tis. Kč
    • •
  • GA ČR
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