"Oce\u0148ov\u00E1n\u00ED weather deriv\u00E1t\u016F na b\u00E1zi simulace"@cs . . . "\u0158\u00EDzen\u00ED a modelov\u00E1n\u00ED finan\u010Dn\u00EDch rizik" . . . . "[4AF087E5E858]" . . . "Oce\u0148ov\u00E1n\u00ED weather deriv\u00E1t\u016F na b\u00E1zi simulace" . . "P(GA402/04/1357), Z(MSM 275100015)" . . . "577393" . . . "27510" . "RIV/61989100:27510/04:00009839!RIV/2005/GA0/275105/N" . "80-248-0618-5" . "Valuation of weather derivatives on simulation method basis"@en . "1"^^ . . "V p\u0159\u00EDsp\u011Bvku je pops\u00E1na problematiku oce\u0148ov\u00E1n\u00ED weather deriv\u00E1t\u016F. Prezentov\u00E1na je typologie t\u011Bchto deriv\u00E1t\u016F, metody oce\u0148ov\u00E1n\u00ED obecn\u011B, parametry weather deriv\u00E1t\u016F. Pozornost je v\u011Bnov\u00E1na rovn\u011B\u017E zvl\u00E1\u0161tnostem oce\u0148ov\u00E1n\u00ED weather deriv\u00E1t\u016F, zejm\u00E9na stochastick\u00FDm proces\u016Fm teplot, simula\u010Dn\u00ED metod\u011B oce\u0148ov\u00E1n\u00ED. Na z\u00E1v\u011Br je uveden aplika\u010Dn\u00ED p\u0159\u00EDklad propo\u010Dtu ceny deriv\u00E1tu v tuzemsk\u00FDch podm\u00EDnk\u00E1ch."@cs . . "1"^^ . "Ostrava" . . "Ostrava" . "Topic of weather derivatives apprising is discussed in the paper. Typology of the derivatives, apprising methods, parameters of weather derivatives is explained and presented. Specifics of weather derivatives are introduced including stochastic processes of temperature and simulation valuation methods. Application of methodology in Czech republic conditions is applied and verified."@en . . "RIV/61989100:27510/04:00009839" . "Weather derivatives;financial derivatives;real option;underlying factor;exercise price;ADT;degree day;HDD;CDD;EDD;GDD;BDD;mean-reversion proces;simulation Monte-carlo"@en . "V p\u0159\u00EDsp\u011Bvku je pops\u00E1na problematiku oce\u0148ov\u00E1n\u00ED weather deriv\u00E1t\u016F. Prezentov\u00E1na je typologie t\u011Bchto deriv\u00E1t\u016F, metody oce\u0148ov\u00E1n\u00ED obecn\u011B, parametry weather deriv\u00E1t\u016F. Pozornost je v\u011Bnov\u00E1na rovn\u011B\u017E zvl\u00E1\u0161tnostem oce\u0148ov\u00E1n\u00ED weather deriv\u00E1t\u016F, zejm\u00E9na stochastick\u00FDm proces\u016Fm teplot, simula\u010Dn\u00ED metod\u011B oce\u0148ov\u00E1n\u00ED. Na z\u00E1v\u011Br je uveden aplika\u010Dn\u00ED p\u0159\u00EDklad propo\u010Dtu ceny deriv\u00E1tu v tuzemsk\u00FDch podm\u00EDnk\u00E1ch." . . . . . "360-368" . "2004-09-08+02:00"^^ . . "9"^^ . . "Zme\u0161kal, Zden\u011Bk" . "Valuation of weather derivatives on simulation method basis"@en . . . . "Oce\u0148ov\u00E1n\u00ED weather deriv\u00E1t\u016F na b\u00E1zi simulace"@cs . . . . "Vysok\u00E1 \u0161kola b\u00E1\u0148sk\u00E1 - Technick\u00E1 univerzita Ostrava" . "Oce\u0148ov\u00E1n\u00ED weather deriv\u00E1t\u016F na b\u00E1zi simulace" . .