"RIV/61989100:27510/04:00009583" . "80-214-2518-0" . . . "2003-11-26+01:00"^^ . "7"^^ . . . . . "Purpose this paper is estimation options strategies straddle, strangle and spread through simulated development stock index. On basis of historical progress stocks index Dow Jones Industrial Average in years 2001,2002 and 2003 are simulated 1000 value of stock index. This value is applied on two checking options strategies. Then help dependence yield and risk is reviewing if they are suitable for this progress or no."@en . . "Brno" . "Brno" . . "C\u00EDlem p\u0159\u00EDsp\u011Bvku je zhodnocen\u00ED mo\u017Enost\u00ED pou\u017Eit\u00ED strategi\u00ED straddle, strangle a strategi\u00ED typu spread (bull, bear) vzhledem k nasimulovan\u00E9mu v\u00FDvoji burzovn\u00EDho indexu. Na z\u00E1klad\u011B historick\u00E9ho v\u00FDvoje burzovn\u00EDho indexu Dow Jones Industrial Average v letech 2001, 2002 a prvn\u00ED polovin\u011B roku 2003 je nasimulov\u00E1no 1000 hodnot burzovn\u00EDho indexu. Tyto hodnoty jsou aplikov\u00E1ny na \u0161est zvolen\u00FDch strategi\u00ED. N\u00E1sledn\u011B pomoc\u00ED vztahu v\u00FDnosu a rizika, hodnocen\u00E9ho pomoc\u00ED krit\u00E9ri\u00ED st\u0159edn\u00ED hodnoty a rozptylu a st\u0159edn\u00ED hodnoty a hodnoty Value at Risk, je posouzeno zda pro dan\u00FD v\u00FDvoj jsou strategie vhodn\u00E9 \u010Di ne." . . "1"^^ . "Porovn\u00E1n\u00ED op\u010Dn\u00EDch strategi\u00ED straddle, strangle a spread na z\u00E1klad\u011B simulovan\u00E9ho v\u00FDvoje burzovn\u00EDho indexu" . . . "RIV/61989100:27510/04:00009583!RIV/2005/MSM/275105/N" . . "Porovn\u00E1n\u00ED op\u010Dn\u00EDch strategi\u00ED straddle, strangle a spread na z\u00E1klad\u011B simulovan\u00E9ho v\u00FDvoje burzovn\u00EDho indexu" . "C\u00EDlem p\u0159\u00EDsp\u011Bvku je zhodnocen\u00ED mo\u017Enost\u00ED pou\u017Eit\u00ED strategi\u00ED straddle, strangle a strategi\u00ED typu spread (bull, bear) vzhledem k nasimulovan\u00E9mu v\u00FDvoji burzovn\u00EDho indexu. Na z\u00E1klad\u011B historick\u00E9ho v\u00FDvoje burzovn\u00EDho indexu Dow Jones Industrial Average v letech 2001, 2002 a prvn\u00ED polovin\u011B roku 2003 je nasimulov\u00E1no 1000 hodnot burzovn\u00EDho indexu. Tyto hodnoty jsou aplikov\u00E1ny na \u0161est zvolen\u00FDch strategi\u00ED. N\u00E1sledn\u011B pomoc\u00ED vztahu v\u00FDnosu a rizika, hodnocen\u00E9ho pomoc\u00ED krit\u00E9ri\u00ED st\u0159edn\u00ED hodnoty a rozptylu a st\u0159edn\u00ED hodnoty a hodnoty Value at Risk, je posouzeno zda pro dan\u00FD v\u00FDvoj jsou strategie vhodn\u00E9 \u010Di ne."@cs . "[DC5DAFA053FA]" . . "Comparing options strategy through simulated development stock index"@en . "580352" . "Kubi\u0161t\u00EDkov\u00E1, Andrea" . . "1"^^ . "Nov\u00E9 trendy rozvoje pr\u016Fmyslu" . . "Comparing options strategy through simulated development stock index"@en . . . "27510" . "Porovn\u00E1n\u00ED op\u010Dn\u00EDch strategi\u00ED straddle, strangle a spread na z\u00E1klad\u011B simulovan\u00E9ho v\u00FDvoje burzovn\u00EDho indexu"@cs . . . "Vysok\u00E9 u\u010Den\u00ED technick\u00E9 v Brn\u011B" . "option;option strategy;intrincis value;profit strategy;dispersion;standard deviation;Value at Risk;mean variance model;Monte Carlo simulation;geometric Brownian motion"@en . . . . "CD 1-7" . "Z(MSM 275100015)" . "Porovn\u00E1n\u00ED op\u010Dn\u00EDch strategi\u00ED straddle, strangle a spread na z\u00E1klad\u011B simulovan\u00E9ho v\u00FDvoje burzovn\u00EDho indexu"@cs . .