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Projects

434 projects (0,14s)

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

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

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
Project

The first draft of technological options (TB0200MV026/MT05)

The process evaluation of current work procedure for the design of a process optimization for the considered software....

AF - Dokumentace, knihovnictví, práce s informacemi

  • 2015 - 2015
  • 118 tis. Kč
  • 118 tis. Kč
  • TA ČR
Project

Reflexion of the Sudeten Germans Question in Options and Attidudes of Population of the Czech Border Region as Factor of Czech-German Relations (RB01080/99)

Reflexion of the Sudeten Germans Question in Options and Attidudes of Population of the Czech Border Region as Factor of Czech-German Relations......

AD - Politologie a politické vědy

  • 1999 - 2000
  • 260 tis. Kč
  • 260 tis. Kč
  • MZV
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

Burst Generator with Basic Options (RS95IS021)

JA - Elektronika a optoelektronika, elektrotechnika

  • 1995 - 1995
  • 0 tis. Kč
  • 0 tis. Kč
  • MŠMT
Project

Flexible tools for strategic investments and decision-making analysis, valuation and implementation (GA22-17028S)

The proposed project aims on the contingent claims framework in connection with novel numerical tools of real options valuation to measure the embedded flexibility process. Within the project, firstly relevant real options valuation...

Finance

  • 2022 - 2024
  • 3 998 tis. Kč
  • 3 998 tis. Kč
  • GA ČR
  • 1 - 10 out of 434