94 research outputs found
Supplementary Figure1 -
No full textSupplementary Figure 1 for "Review of visual encodings in common process mining tools" by S. Knoblich, J. Mendling, H. Jambor</p
Jednofaktorové modely úrokových sazeb
No full textNázev práce: Jednofaktorové modely úrokových sadzieb Autor: Matúš Jambor Katedra: Katedra pravděpodobnosti a matematické statistiky Vedoucí bakalářské práce: RNDr. Petr Myška Abstrakt: V práci študujeme modely úrokových sadzieb, ktoré sa uplatňujú v ob- lasti finančnej matematiky a aktuárskych vied. Existuje niekol'ko modelov, ktoré sa snažia čo najvierohodnejšie popísat' správanie výnosovej krivky, pričom vo väčšine prípadov využívajú aparát z teórie pravdepodobnosti a náhodných procesov. Tieto modely slúžia taktiež na ocenenie finančných de- rivátov, ktorých cena sa odvíja od pohybov úrokových sadzieb. Zaoberáme sa troma jednofaktorovými modelmi, ktoré bližšie predstavíme v druhej ka- pitole. V poslednej kapitole sa budeme venovat' kalibrácii týchto modelov na reálne dáta. Klíčová slova: jednofaktorové modely, úrokové sadzby, metóda maximálnej vierohodnosti 1Title: One factor interest rate models Author: Matúš Jambor Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Petr Myška Abstract: In this thesis we looked closely at the models of interest rates that are applied in the area of financial mathematics and actuarial sciences. There are several models that try to describe the behavior of yield curve plausibly. In most of the cases the models stem from probability theory and coincidence. These models are also means for assessment of financial derivates whose price de- pends on the interest rates movements. The work deals with three one-factor models which are analyzed into more details in the second chapter. The last chapter is about real-data calibration. Keywords: one factor models, interest rates, maximum likelihood method 1Department of Probability and Mathematical StatisticsKatedra pravděpodobnosti a matematické statistikyFaculty of Mathematics and PhysicsMatematicko-fyzikální fakult
One factor models of interest rates
No full textTitle: One factor interest rate models Author: Matúš Jambor Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Petr Myška Abstract: In this thesis we looked closely at the models of interest rates that are applied in the area of financial mathematics and actuarial sciences. There are several models that try to describe the behavior of yield curve plausibly. In most of the cases the models stem from probability theory and coincidence. These models are also means for assessment of financial derivates whose price de- pends on the interest rates movements. The work deals with three one-factor models which are analyzed into more details in the second chapter. The last chapter is about real-data calibration. Keywords: one factor models, interest rates, maximum likelihood method
Pricing of the debt instruments with embedded options
No full textTitle: Pricing of the debt instruments with embedded options Author: Bc. Matúš Jambor Department: Department of Probability and Mathematical Statistics Supervisor: doc. RNDr. Jiří Witzany, Ph.D., University of Economics in Prague Abstract: In this thesis we focus on debt instruments with embedded options, which offer the possibility for the creditor or debtor to exercise the option in pre- determined times during its lifetime. With this the Bermudian characteristics it is not possible to price these debt instruments using standard simulation techniques. However, the technique of trinomial trees can be exploited. To preserve consistency with the pricing of fundamental financial instruments, it is suitable to assume that the interest rate follows a stochastic process in the arbitrage free framework. One of the possibilities for modeling the dynamics of interest rates are one-factor models. We have developed a pricing algorithm based on trinomial tree for Hull-White model and Black-Karasinski model which have the desired properties and model parameters are calibrated to the market data. Keywords: trinomial tree, interest rate derivatives pricing, Hull-White model, Black- Karasinski model, instantaneous interest rate
Oceňování dluhových nástrojů s vnořenými opcemi
No full textNázev práce: Oceňování dluhových nástrojů s vnořenými opcemi Autor: Bc. Matúš Jambor Katedra: Katedra pravděpodobnosti a matematické statistiky Vedoucí diplomové práce: doc. RNDr. Jiří Witzany, Ph.D., Vysoká škola ekono- mická v Praze Abstrakt: V tejto práci sa zameriame na dlhové nástroje s vnorenými opciami, kto- ré ponúkajú možnosť pre veriteľa alebo dlžníka realizovať opciu v predom určených časoch počas jej životnosti. Vďaka tejto bermudskej vlastnosti opcií nie je mož- né oceniť tieto dlhové inštrumenty využitím štandardných simulačných techník. Avšak môžeme využiť techniku trinomických stromov pre toto ocenenie. Zachova- ním konzistencie v ocenení fundamentálnych finančných inštrumentov, je vhodné predpokladať, že úroková sadzba vychádza zo stochastického procesu v koncepcii bez-arbitrážneho ocenenia. Jednou z možností modelovania dynamiky úrokových sadzieb sú jedno-faktorové modely. Vyvinuli sme oceňovací algoritmus založený na trinomickom strome pre Hull-Whiteov model a Black-Karasinski model, ktoré majú požadované vlastnosti a parametre modelov sú kalibrované na tržné data. Klíčová slova: trinomický strom, ocenenie úrokových derivátov, Hull-Whiteov mo- del, Black-Karasinski model, okamžitá úroková sadzba 1Title: Pricing of the debt instruments with embedded options Author: Bc. Matúš Jambor Department: Department of Probability and Mathematical Statistics Supervisor: doc. RNDr. Jiří Witzany, Ph.D., University of Economics in Prague Abstract: In this thesis we focus on debt instruments with embedded options, which offer the possibility for the creditor or debtor to exercise the option in pre- determined times during its lifetime. With this the Bermudian characteristics it is not possible to price these debt instruments using standard simulation techniques. However, the technique of trinomial trees can be exploited. To preserve consistency with the pricing of fundamental financial instruments, it is suitable to assume that the interest rate follows a stochastic process in the arbitrage free framework. One of the possibilities for modeling the dynamics of interest rates are one-factor models. We have developed a pricing algorithm based on trinomial tree for Hull-White model and Black-Karasinski model which have the desired properties and model parameters are calibrated to the market data. Keywords: trinomial tree, interest rate derivatives pricing, Hull-White model, Black- Karasinski model, instantaneous interest rate 1Department of Probability and Mathematical StatisticsKatedra pravděpodobnosti a matematické statistikyMatematicko-fyzikální fakultaFaculty of Mathematics and Physic
Reflections on the functions of literary titles : using the example of Peter Stamm's Agnes
No full textDer vorliegende Beitrag befasst sich mit den Funktionen des Titels von literarischen Werken. Im Dialog verschiedener Konzepte (Arnold Rothe, Harald Weinrich, Daniela Hodrová) und eigener Ansichten wird der Versuch unternommen, Gérard Genettes Klassifikation der Funktionen zu erweitern und zu systematisieren. Die Funktionen des Titels von literarischen Werken werden am Beispiel des Erstlingsromans Agnes (1998) des deutschsprachigen Schweizer Autors Peter Stamm (geb. 1963) dargestellt. Die Wahl des genannten Textes lässt sich dreifach begründen: 1. Agnes ist eines der Schlüsselwerke der deutschsprachigen (Schweizer) Gegenwartsliteratur (zur Argumentation vgl. Jambor 2008: 28–38). 2. Paradoxerweise ist ein kurzer, nur aus dem Vornamen der weiblichen Protagonistin bestehender Titel besonders geeignet, die Polyfunktionalität des literarischen Titels zu demonstrieren, denn wie Harald Weinrich bei seinem Vergleich der Titel mit längeren Texten feststellt: "Nicht durch ein Weniger, sondern durch ein Mehr an Struktur und Funktion zeichnen Titel sich aus, selbst und gerade wenn sie kurz sind" (Weinrich 2000: 6). 3. Wie später präsentiert wird, enthüllen ausgerechnet Titel, in denen Eigennamen vorkommen, schwache Stellen Genettes anregender literaturwissenschaftlichen Klassifikation und verursachen Schwierigkeiten auch im linguistischen Diskurs (Weinrich)...The present article deals with the functions of literary work titles, which are going to be presented by means of the debut novel Agnes (1998) by the Swiss German author Peter Stamm (born in 1963). Within the context of miscellaneous concepts (Arnold Rothe, Harald Weinrich, Daniela Hodrová) and our own views we are going to attempt to expand and systematize Gérard Genette’s classification of functions (Seuils, 1987)
Poster Visual Treatment Plans
No full textA poster presented at the German Society for Hemato-Oncology, DHGO in Hamburg, 2023
From zero to figure hero - A checklist for designing scientific data visualizations
No full textBiological research spans scales and methodologies, generating complex data visualizations such as images, text, numbers, networks, and maps. With increasingly large and multimodal datasets, effective visualization is essential for efficiently conveying scientific insights. Despite this crucial role, biologist often lack training in data visualization and information design. This work addresses this gap by providing a framework for creating clear, accurate, and impactful visualizations of biological data. It is centered around a checklist that guides biologists through the process of developing publishable figures. The guide and checklist cover key aspects such as selecting appropriate display types, using color palettes effectively, and optimizing figure layouts to communicate complex data. Additionally, the work is supported by evidence from visualization research, ensuring that the checklist recommendations are grounded in established principles. By following this guide, biologists can enhance their visual data presentations, ultimately increasing the impact of their scientific findings on diverse audiences
Visual aids for communicating cancer treatment paths: A questionnaire study (Supplementary materials))
No full textEffective image visualization for publications – a workflow using open access tools and concepts
No full textAccompanying figures for the F1000R publication:
- Image of D.melanogaster egg chamber cells. The DNA is stained with DAPI and vkg mRNA is visualized by in situ hybridization.
- Cheat sheets (print format and adaptable format) for processing and publishing images for publications
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