O knize
Sborník statí. Vydala Katedra bankovnictví a pojišťovnictví Fakulty financí a účetnictví VŠE v Praze. Obsah: Milan Fičura, Jiří Witzany - Estimating stochastic volatility and jumps using high-frequency data and Bayesian methods. Jakub Černý, Jiří Witzany - Wrong-way Risk Estimation. Marek Kolman - Option Pricing using Fourier-Cosine expansit. Bohumil Stádník - Analysis of Market Price Development Cycles for Algorithmic Trading. Jiří Málek - Costs and Errors in Delta Hedging of European Options in Black-Scholes Model. Jiří Witzany - Construction of equivalent Martingale measures with infinitesimals. Karel Janda, Štěpán Krška - Benchmarking Methods in the Regulation of Electricity Distribution System Operators Risk.