RNDr. Mgr. Jiří Hozman, Ph.D.

Výuka pro fakultu přírodovědně-humanitní a pedagogickou

• Metoda konečných prvků (MKP)

Výuka pro fakultu strojní

• Matematika 1A – Matematická analýza (M1A, M1A-P)
• Matematika 1B – Matematická analýza (M1B, M1B-P)
• Matematika 3 – Numerická matematika (MA3)

Výuka pro ekonomickou fakultu

• Matematika 2 (MA2*H)

Výuka pro fakultu mechatroniky, informatiky a mezioborových studií

• Matematika 3 (MA3*M)
• dataset (ANOR)

1. HOZMAN, J., HOLČAPEK, M., TICHÝ, T., ČERNÁ, D., KRESTA, A. a VALÁŠEK, R., 2018. Robust Numerical Schemes for Pricing of Selected Options. 1. vyd. Ostrava: VŠB-TU Ostrava. ISBN 978-80-248-4269-1.

1. BRADÁČ, J., HOZMAN, J. a LAMAČ, J., 2021. Numerical Study of the Temperature Field for Fe3al Laser Welding. Materiali in Tehnologije. 55(3), 411-417. ISSN 1580-2949.
2. HOZMAN, J. a TICHÝ, T., 2021. Option valuation under the VG process by a DG method. Applications of Mathematics. 66(6), 857-886. ISSN 0862-7940.
3. HOZMAN, J. a TICHÝ, T., 2020. Pricing of Options on European CO2 Allowance Futures using Discontinous Galerkin Method. Journal of Environmental Protection and Ecology. 21(5), 1639-1645. ISSN 1311-5065.
4. HOZMAN, J. a TICHÝ, T., 2020. The discontinuous Galerkin method for discretely observed Asian options. Mathematical Methods in the Applied Sciences. 43(13), 7726-7746. ISSN 0170-4214.
5. HOZMAN, J., TICHÝ, T. a VLASÁK, M., 2019. DG Method for Pricing European Options under Merton Jump-Diffusion Model. Applications of Mathematics. 64(5), 501-530. ISSN 0862-7940.
6. HOZMAN, J. a TICHÝ, T., 2018. DG framework for pricing European options under one-factor stochastic volatility models. Journal of Computational and Applied Mathematics. 344(12), 585-600. ISSN 0377-0427.
7. HOZMAN, J. a TICHÝ, T., 2017. DG method for numerical pricing of multi-asset Asian options – A case of options with floating strike. Applications of Mathematics. 62(2), 171-195. ISSN 0862-7940.
8. HOZMAN, J. a TICHÝ, T., 2017. DG method for the numerical pricing of two-asset European-style Asian options with fixed strike. Applications of Mathematics. 62(6), 607-632. ISSN 0862-7940.
9. HOZMAN, J., BRADÁČ, J. a KOVANDA, J., 2017. DG solver for the simulation of simplified elastic wawes in two dimensional piecewise homogenous media. Neural Network World. 27(4), 373-389. ISSN 1210-0552.
10. HOZMAN, J. a TICHÝ, T., 2016. On the impact of various formulations of the boundary condition within numerical option valuation by DG method. Filomat. 30(15), 4253-4263. ISSN 0354-5180.

1. HOZMAN, J. a TICHÝ, T., 2021. Numerical pricing of American options on extrema with continuous sampling. Ekonomická revue – Central European Review of Economic Issues. 24(1), 23–30. ISSN 1212-3951
2. KRESTA, A., HOZMAN, J., HOLČAPEK, M., TICHÝ, T. a VALÁŠEK, R., 2018. Comparison of Selected Advanced Numerical Methods for Greeks Calculation of Vanilla Options. Iranian Journal of Operations Research (IJOR). 9(2), 81-94. ISSN 2008-1189
3. HOZMAN, J., KRESTA, A. a TICHÝ, T., 2018. Numerical Pricing of American-Style Options within the Black and Scholes Framework. Ekonomická revue – Central European Review of Economic Issues. 21(4), 117-123. ISSN 1212-3951
4. HOZMAN, J., ČERNÁ, D., HOLČAPEK, M., TICHÝ, T. a VALÁŠEK, R., 2018. Review of modern numerical methods for a simple vanilla option pricing problem. Ekonomická revue – Central European Review of Economic Issues. 21(1), 21-30. ISSN 1212-3951

1. HOZMAN, J. a TICHÝ, T., 2022. Numerical Valuation of the Investment Project Flexibility Based on the PDE Approach: An Option to Contract. Jihlava: College of Polytechnics Jihlava. ISBN 978-80-88064-62-6.
2. HOZMAN, J. a TICHÝ, T., 2021. DG Method for Numerical Option Pricing under the Merton Short Rate Model. MELVILLE: AIP Publishing. ISBN 978-0-7354-4077-7.
3. HOZMAN, J. a TICHÝ, T., 2021. Numerical Valuation of the Investment Project with Expansion Options Based on the PDE Approach. Praha: Czech University of Life Sciences Prague. ISBN 978-80-213-3126-6.
4. HOZMAN, J. a TICHÝ, T., 2020. Numerical Pricing of American Lookback Options with Continuous Sampling of the Maximum. Brno: Mendel University Brno. ISBN 978-80-7509-734-7.
5. HOZMAN, J. a TICHÝ, T., 2019. Option Pricing under the Kou Jump-Diffusion Model: a DG Approach. Melville: American Institute of Physics. ISBN 978-0-7354-1919-3.
6. HOZMAN, J., TICHÝ, T., ČERNÁ, D. a KRESTA, A., 2019. Review of several numerical approaches to sensitivity measurement of the Black-Scholes option prices. České Budějovice: University of South Bohemia in České Budějovice. ISBN 978-80-7394-760-6.
7. TICHÝ, T., HOZMAN, J., HOLČAPEK, M., ČERNÁ, D. a KRESTA, A., 2018. Comparison of several modern numerical methods for option pricing. MatfyzPress. ISBN 978-80-7378-372-3.
8. HOZMAN, J. a TICHÝ, T., 2018. Numerical Pricing of Options under the Exponential Ornstein-Uhlenbeck Stochastic Volatility Model based on a DG Technique. Melville: American Institute of Physics. ISBN 978-0-7354-1774-8.
9. HOZMAN, J. a TICHÝ, T., 2017. A DG approach to the numerical solution of the Stein-Stein stochastic volatility option pricing model. 1. vyd. Melville: ISBN 978-0-7354-1602-4.
10. HOZMAN, J. a TICHÝ, T., 2017. A discontinuous Galerkin method for numerical pricing of European options under Heston stochastic volatility. 1. vyd. Melville: ISBN 978-0-7354-1453-2.
11. TICHÝ, T., HOZMAN, J. a HOLČAPEK, M., 2017. A Note on Several Alternatives to Numerical Pricing of Options. Liberec: Technical University of Liberec. ISBN 978-80-7494-349-2.
12. TICHÝ, T., HOLČAPEK, M., HOZMAN, J. a KRESTA, A., 2017. Comparison of several alternatives to numerical pricing of options. Ostrava: VŠB - Technical University of Ostrava. ISBN 978-80-248-4138-0.
13. HOZMAN, J. a TICHÝ, T., 2017. DG method for the Hull-White option pricing model. Ostrava: VŠB - Technical University of Ostrava. ISBN 978-80-248-4138-0.
14. HOZMAN, J. a TICHÝ, T., 2017. On the Discontinuous Galerkin Method for Numerical Pricing of Basket Spread Options with the Average Strike. 1. vyd. Melville: ISBN 978-0-7354-1538-6.
15. HOZMAN, J. a TICHÝ, T., 2017. The valuation of discretely sampled European lookback options: a DG approach. Hradec Králové: Univerzita Hradec Králové. ISBN 978-80-7435-678-0.
16. HOZMAN, J. a TICHÝ, T., 2016. A discontinuous Galerkin method for pricing of two-asset options. 1. vyd. PLZEN: University of West Bohemia. ISBN 978-80-261-0539-8.
17. HOZMAN, J., TICHÝ, T. a CVEJNOVÁ, D., 2016. A discontinuous Galerkin method for two-dimensional PDE models of Asian options. 1. vyd. Melville: ISBN 978-0-7354-1392-4.
18. HOZMAN, J. a TICHÝ, T., 2016. DG Approach to Numerical Pricing of Local Volatility Basket Options. 1. vyd. Liberec: Technical University of Liberec. ISBN 978-80-7494-296-9.
19. HOZMAN, J. a TICHÝ, T., 2016. DG solver for one-factor and two-factor Black-Scholes models. Ostrava: VŠB - Technical University of Ostrava. ISBN 978-80-248-3994-3.
20. HOZMAN, J. a TICHÝ, T., 2016. Numerical pricing of European basket options with discrete barrier via the discontinuous Galerkin method. 1. vyd. Ostrava: VSB TU Ostrava. ISBN 978-80-248-3865-6.
21. HOZMAN, J. a TICHÝ, T., 2016. Numerical valuation of options by DG method: a study of boundary condition formulation. 1. vyd. New York: Institute of Electrical and Electronics Engineers Inc.. ISBN 978-1-5090-2842-9.

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