The significance of the model-free implied volatility in option markets and the ability of option prices to foresee the shocks in financial markets
The response of option markets on investors´ expectations before and during the 2008 financial crisis
Modern Asset Pricing Theories and Their Applications: Financial Derivatives Pricing and Risk Management
24
Pre-Defense of Hana Dzmuranova
Pre-Defense of Adam Kučera's dissertation thesis
Elections to the Academic Senate
Pre-Defense of Laure de Batz's dissertation thesis
Defense of Petr Polák's dissertation thesis
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