Katedra matematiky / Department of Mathematics


Recent Submissions

Kopová, Šárka
Stabilizace odhadu kovarianční matice pro Markowitzův model portfolia

This magister thesis is focused on analysis of stability of covariance matrix estimation. The estimate of covariance matrix is then used in the optimal portfolio model in the Markowitz sense. The greatest emphasis was put on it, how long to take the time series for the&#x...

Bočkayová, Tina
Optimalizace v přepravních úlohách

The diploma thesis is dedicated to basic tasks occurring in transport logistics.The first is the traveling salesman problem and its extension to the multiple traveling salesman problem. Further we deal in more detail with vehicle routing problem with capacities and bin packing problem,&...

Štádlerová, Šárka
Srovnání binomického a trinomického modelu oceňování opcí

In this thesis, the Binomial and Trinomial model for option pricing are compared using the real option contracts. The number of the steps is an important factor influencing the computational demand and the precision of the results. Therefore, the convergence criterium was defined f...

Kopřiva, Martin
\vyraz{L(i,j,k)} - ohodnocení grafů

This bachelor thesis deals with \vyraz{L(i,j,k)}-labelling of graphs with special focus on \vyraz{L(3,2,1)}-labelling, and searches for minimal spread or upper and lower bounds on this spread by which the graph can be evaluated. For integers \vyraz{i, j, k}, \vyraz{L(i,j,k)}-labelling&#...

Půlpán, Jan
Odhady prvního vlastního čísla okrajových úloh

The topic of this thesis are estimates of principal eigenvalue of boundary value problems. We deduced a formula for upper bound using Rayleigh quotient and for lower bound with Picone identity. We focused on building the test function using the cubic spline. We utilized an...