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5 154 (0,091s) •

Project

Dynamic semi- and non-parametric models with applications in finance (1K04018)

will concentrate primarily on the estimation of the state price density (SPD) which describes the state of the market and allows pricing of exotic options. Application of the methods......

BB - Aplikovaná statistika, operační výzkum

  • 2004 - 2006
    • •
  • 861 tis. Kč
    • •
  • 298 tis. Kč
    • •
  • MŠMT
Project

Falling oil prices Research into the impact on producer countries in the EU's neighborhood (TITDMZV930MT01)

of the state administration in the field of foreign policy and international relations, specifically with a focus on the economy and energy security. The fall in oil prices as one of the impacts on the domestic political situation ...

Political science

  • 2020 - 2020
    • •
  • 279 tis. Kč
    • •
  • 279 tis. Kč
    • •
  • TA ČR
Project

Maximal Entropy Portfolio (GA24-11146S)

We plan is to study portfolios that maximize the expected logarithmic return with respect to all available reference assets. As the expected log return of an asset with respect to a benchmark can be linked to the concept of the relative entropy of th...

Finance

  • 2024 - 2026
    • •
  • 6 142 tis. Kč
    • •
  • 5 164 tis. Kč
    • •
  • GA ČR
Project

Real Estate Prices and Their Impact on Czech Households (GA402/09/1755)

estate prices on households in the Czech Republic. First, it will be determined if the housing prices in the Czech Republic have really been too high as judged will usean econometric model to evaluate how shocks to apartment pr...

AH - Ekonomie

  • 2009 - 2011
    • •
  • 561 tis. Kč
    • •
  • 561 tis. Kč
    • •
  • GA ČR
Project

Advanced Econometric Models for Option Pricing – AdEMOP (GJ18-00522Y)

This project proposes a new innovative approach to econometric modeling of the implied volatility of options over time, where the implied volatility is considered to be a function of the strike price and the time to maturity. The project ma...

Economic Theory

  • 2018 - 2021
    • •
  • 3 362 tis. Kč
    • •
  • 3 362 tis. Kč
    • •
  • GA ČR
Project

Design Appropriate Contractual Relationship (7A08025)

Framework for optimal pricing schemes in Transport related Public-P...

JO - Pozemní dopravní systémy a zařízení

  • 2008 - 2009
    • •
  • 143 tis. Kč
    • •
  • 143 tis. Kč
    • •
  • MŠMT
Project

Development of an electric battery vehicle TATRA with a multi-speed gearbox (FW10010281)

and its Member States, which aim at a gradual and permanent reduction of greenhouse to compare the parameters of BEV and BEV REX vehicles in terms of price, kerb weight and price of electricity vs. availability and pri...

Electrical and electronic engineering

  • 2024 - 2026
    • •
  • 52 059 tis. Kč
    • •
  • 24 994 tis. Kč
    • •
  • TA ČR
Project

Arbitrage-free modelling of implied volatility. (GA13-25911S)

is expressed in terms of state-price-density while the calendar arbitrage-free conditionThe project deals with modelling of options implied volatility where the implied volatility is considered as a function of strike price

AH - Ekonomie

  • 2013 - 2017
    • •
  • 2 955 tis. Kč
    • •
  • 2 955 tis. Kč
    • •
  • GA ČR
Project

Information Flow and Equilibrium in Financial Markets (GA21-19311S)

model selection and study the contest of different price opinions on long term...

Economic Theory

  • 2021 - 2023
    • •
  • 4 015 tis. Kč
    • •
  • 4 015 tis. Kč
    • •
  • GA ČR
Project

REAL ESTATE - Risks of forecasting final prices in real estate infrastructure (OYUOB20220003)

The aim of the project is to develop the ability to predict the final price into account main risks connected with the process of determining the future final price. The key prerequisite for a reliable prediction of the final pr...

Applied Economics, Econometrics

  • 2022 - 2024
    • •
  • 237 tis. Kč
    • •
  • 237 tis. Kč
    • •
  • MO
  • 1 - 10 out of 5 154