Posouzení možností odhadu vývoje cen finančních aktiv

Abstract

The purpose of this bachelor thesis is assessment of alternative methods to estimation of financial assets price evolution. For predicting the price evolution was used method based on historical data followed by Monte Carlo simulation of geometric Brownian motion and Monte Carlo simulation of geometric Brownian motion with volatility represented with LU-fuzzy number. From the assessment of the results from used methods was found that Monte Carlo simulation of geometric Brownian motion with volatility represented with LU-fuzzy number seems to be the best method to estimate price evolution of financial assets.