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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 and models for financial options valuation can be used. Real options methodology enables projects are modelled as call and put
AH - Ekonomie
- 2007 - 2009 •
- 267 tis. Kč •
- 267 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2007 - 31. 12. 2009
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
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 ana...
AH - Ekonomie
- 2015 - 2018 •
- 985 tis. Kč •
- 985 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2015 - 5. 12. 2018
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Aplication of the real option methodology ni financial decision-making in small open economy (GA402/04/1357)
and evaluation of real option methodology for a decision making of non-financial institutions. This results in more reliable and real valuation of a project, their wider offer and in quality choice. Attention is paid espec...
AE - Řízení, správa a administrativa
- 2004 - 2006 •
- 1 380 tis. Kč •
- 1 370 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2004 - 1. 1. 2006
Uznané náklady
Podpora ze státního rozpočtu (99%)
Poskytovatel: Grantová agentura České republiky
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 opti...
Finance
- 2022 - 2024 •
- 3 998 tis. Kč •
- 3 998 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2022 - 31. 12. 2024
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Robust numerical schemes for pricing of selected options under various market conditions (GA16-09541S)
, implementation and testing of new numerical methods for pricing of selected options under of efficiency measured by robustness with respect to various types of options, variability with it these methods will be implemented and tho...
AH - Ekonomie
- 2016 - 2018 •
- 6 894 tis. Kč •
- 5 967 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2016 - 31. 12. 2018
Uznané náklady
Podpora ze státního rozpočtu (87%)
Poskytovatel: Grantová agentura České republiky
New options and real use of existing resources KSB Ltd. (UEPRKKK201205)
To find a new ways to use resources and current product range expansion with the help of experts from the CMR FCH BUT. The aim is to perform a very accurate and thorough analysis of the current raw materials mainly composed of clay minerals.......
CA - Anorganická chemie
- 2012 - 2012 •
- 340 tis. Kč •
- 170 tis. Kč •
- KKV
Řešení projektu: 1. 5. 2012 - 30. 9. 2012
Uznané náklady
Podpora ze státního rozpočtu (50%)
Poskytovatel: Karlovarský kraj
Research on the use of dynamic modeling to improve the quality of Traffic Information Providing (TA01031686)
The main aim of proposed project is to design and develop a system for real-time dynamic traffic modeling, which would enable to expand and refine the current options and possibilities of calculating and determining travel times on ...
JO - Pozemní dopravní systémy a zařízení
- 2011 - 2013 •
- 7 801 tis. Kč •
- 6 091 tis. Kč •
- TA ČR
Řešení projektu: 1. 1. 2011 - 31. 12. 2013
Uznané náklady
Podpora ze státního rozpočtu (78%)
Poskytovatel: Technologická agentura ČR
Industrial research and experimental development of the financial information system (EG17_175/0015724)
The goal of the project is research and development of software for comparing and negotiating options for financial, investment, real estate and insurance companies, which will include new cybersecurity technologies to maximize the ...
Communication engineering and systems
- 2019 - 2023 •
- 60 293 tis. Kč •
- 0 tis. Kč •
- MPO
Řešení projektu: 1. 10. 2019 - 26. 4. 2023
Uznané náklady
Podpora ze státního rozpočtu (0%)
Poskytovatel: Ministerstvo průmyslu a obchodu
Automated aerial information system (VG20102014052)
of special information resources with the option to transfer information into the land of the information system of the end user in real-time. Optimization of the solution by testing......
JU - Aeronautika, aerodynamika, letadla
- 2010 - 2014 •
- 35 551 tis. Kč •
- 28 550 tis. Kč •
- MV
Řešení projektu: 3. 8. 2010 - 31. 10. 2014
Uznané náklady
Podpora ze státního rozpočtu (80%)
Poskytovatel: Ministerstvo vnitra
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
Řešení projektu: 1. 1. 2021 - 31. 12. 2023
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
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