"266-272" . "27510" . "Z(MSM 275100015)" . "Vysok\u00E1 \u0161kola b\u00E1\u0148sk\u00E1 - Technick\u00E1 univerzita Ostrava" . "Models used in financial theory and practice are based on some presumptions. This paper is aimed at the topic of presumptions for application of analytic Black-Scholes option price model. One of the most importatnt presumption is normal distribution of the underlying asset gain. Methods used for testing of the normality distribution are c2 - test, Kolgomorov-Smirnov test, Jarque-Bera test and test of skewness and kurtosis coefficients. Theoretical results of the normality tests are applied to the chosenexamples of the underlying assets"@en . "Testov\u00E1n\u00ED normality rozd\u011Blen\u00ED v\u00FDnos\u016F podkladov\u00FDch aktiv"@cs . "[463B3674A322]" . . . "RIV/61989100:27510/03:00007470" . . "1"^^ . "V\u00FDsledky v\u011Bdeck\u00E9 pr\u00E1ce student\u016F doktorsk\u00E9ho studia Ostrava 2003" . "0"^^ . . "1"^^ . "Tento p\u0159\u00EDsp\u011Bvek je zam\u011B\u0159ena na testov\u00E1n\u00ED p\u0159edpoklad\u016F pro pou\u017Eit\u00ED analytick\u00E9 Black-Scholesovy metody oce\u0148ov\u00E1n\u00ED opc\u00ED. Jedn\u00EDm z nejd\u016Fle\u017Eit\u011Bj\u0161\u00EDch p\u0159edpoklad\u016F je p\u0159edpoklad norm\u00E1ln\u011B rozd\u011Blen\u00FDch v\u00FDnos\u016F. Na testovan\u00E9m vzorku dat byly provedeny tyto testy: c2 - test dobr\u00E9 shody, Kolmogorovov\u016Fv-Smirnov\u016Fv test, Jarque Bera test a test \u0161ikmosti a \u0161pi\u010Datosti." . "0"^^ . "RIV/61989100:27510/03:00007470!RIV/2004/MSM/275104/N" . . . "2003-05-29+02:00"^^ . . "Testov\u00E1n\u00ED normality rozd\u011Blen\u00ED v\u00FDnos\u016F podkladov\u00FDch aktiv" . "630761" . . . . . "Financial option, option price model, BS model, c2 - test, Kolgomorov-Smirnov test, Jarque-Bera test, skewness, kurtosis"@en . "Testing of the normal distribution yields."@en . "80-248-0353-4" . . . . "Testing of the normal distribution yields."@en . . . "Testov\u00E1n\u00ED normality rozd\u011Blen\u00ED v\u00FDnos\u016F podkladov\u00FDch aktiv" . "Testov\u00E1n\u00ED normality rozd\u011Blen\u00ED v\u00FDnos\u016F podkladov\u00FDch aktiv"@cs . . . . "7"^^ . "Ostrava" . "Ostrava" . . . "Gregor, Leo\u0161" .