![]() Thesis title |
![]() Year of announcement |
![]() Year of defence |
Thesis type | Thesis discipline | ![]() Supervisor |
![]() Author |
![]() Announced |
Assigned | Department | Faculty | |
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Barrier options pricing | 2011/2012 | 2012/2013 | diploma thesis | MFAPM | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
22.11.2011 | 22.11.2011 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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Pricing of the debt instruments with embedded options | 2014/2015 | 2015/2016 | diploma thesis | MFAPM | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
13.06.2014 | 13.06.2014 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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Quantitative Trading: Leveraging Copulas, Reinforcement Learning, and Deep Neural Networks | 2021/2022 | dissertation | P4M9A | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
31.05.2021 | 07.10.2021 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF | |
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Valuation of Credit Derivatives | 2008/2009 | 2009/2010 | diploma thesis | MFAPM | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
11.12.2008 | 11.12.2008 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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Stochastic interest rates modeling | 2009/2010 | 2010/2011 | diploma thesis | MFAPM | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
02.10.2009 | 05.10.2009 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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Credit Valuation Adjustment:approaches to computation and modeling | 2010/2011 | 2010/2011 | diploma thesis | MFAPM | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
29.10.2010 | 09.11.2010 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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Application of nonstandard methods for valuation of derivatives | 2008/2009 | 2012/2013 | diploma thesis | MFAPM | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
03.10.2008 | 07.10.2008 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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Mathematical methods of investment portfolios construction | 2011/2012 | 2012/2013 | diploma thesis | MFAPM | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
26.10.2011 | 26.10.2011 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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Counterparty Credit Risk and Interest Rate Derivatives Pricing | 2011/2012 | 2015/2016 | dissertation | 4M7 | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
01.06.2011 | 26.09.2011 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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Calibration of interest rate trees and valuation of interest rate options | 2014/2015 | 2016/2017 | Bachelor's thesis | MFMAT | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
11.11.2014 | 12.11.2014 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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Estimations of market and credit Value at Risk | 2007/2008 | 2008/2009 | Bachelor's thesis | MFMAT | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
19.07.2007 | 19.09.2007 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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Pricing of the debt instruments with embedded options | 2014/2015 | 2014/2015 | diploma thesis | MFAPM | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
13.06.2014 | 13.06.2014 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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Analysis and Comparison of Different Value at Risk Models for Nonlinear Portfolio | 2008/2009 | 2008/2009 | diploma thesis | MFAPM | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
09.02.2009 | 12.02.2009 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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Advanced methods of interest rate models calibration | 2012/2013 | 2012/2013 | diploma thesis | MFAPM | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
08.11.2012 | 08.11.2012 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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Application of nonstandard methods for financial markets stochastic process modeling | 2007/2008 | diploma thesis | prof. RNDr. Jiří Witzany, Ph.D. | hidden![]() |
19.07.2007 | 19.11.2007 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF | ||
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Ensemble learning methods for scoring models development | 2017/2018 | 2017/2018 | diploma thesis | MFAPM | prof. RNDr. Jiří Witzany, Ph.D. | Mgr. Michal Nožička | 30.10.2017 | 30.10.2017 | Katedra pravděpodobnosti a matematické statistiky (32-KPMS) | MFF |
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