RNDr. Mgr. Jiří Hozman, Ph.D.
odborný asistent, zástupce vedoucí katedry
Kontakt
G, 4. patro, místnost 4070
Tel: +420 48 535 2826
E-mail:
Konzultační hodiny
St. 110:30 -11:30
Ostatní
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Výuka
Výuka pro fakultu přírodovědně-humanitní a pedagogickou
Výuka pro fakultu strojní
- Matematika 1A – Matematická analýza (M1A, M1A-P)
- Matematika 1B – Matematická analýza (M1B, M1B-P)
- Matematika 3 – Numerická matematika (MA3)
- Numerická matematika (NM) - cvičení 1-5
- Numerická matematika (NM) - cvičení 6-7
- Numerická matematika (NM) - cvičení 9-13
Výuka pro ekonomickou fakultu
Výuka pro fakultu mechatroniky, informatiky a mezioborových studií
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Publikace
Odborná kniha- 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.
Článek v periodiku uvedený v databázi Web of Science- HOZMAN, J., TICHÝ, T. a DVOŘÁČKOVÁ, H., 2023. Valuation of mining projects under dynamic model framework. ANNALS OF OPERATIONS RESEARCH. ISSN 0254-5330.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
Článek v ostatním periodiku s vědeckou redakcí (recenzovaný)- 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
- 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
- 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
- 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
Příspěvek ve sborníku uvedený v databázi Scopus nebo Web of Science- HOZMAN, J. a TICHÝ, T., 2023. DG method for valuation of two-stage expansion options. Melville, NY: American Institute of Physics Inc.. ISBN 978-073544763-9.
- HOZMAN, J. a TICHÝ, T., 2023. Numerical Pricing of European Options Under the Double Exponential Jump-Diffusion Model With Stochastic Volatility. Melville, NY: American Institute of Physics Inc..
- HOZMAN, J. a TICHÝ, T., 2022. European Option Pricing under the CGMY Model using the Discontinuous Galerkin Method. Melville, NY: American Institute of Physics Inc..
- 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.
- HOZMAN, J. a TICHÝ, T., 2022. Option Pricing under the Bates Model Using the Discontinuous Galerkin Method. Melville, NY: American Institute of Physics Inc.. ISBN 978-073544396-9.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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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Úspěšně obhájené vedené závěrečné práce
- Prousková Nikola | diplomová práce | 24.4.2024
Elementary epidemiological models of infectious diseases - Kolárová Johana | bakalářská práce | 11.5.2020
Ordinary Differential Equations and Their Systems in Chemical Kinetics - Prousková Nikola | bakalářská práce | 17.12.2019
Difference Equations and Their Applications
- Prousková Nikola | diplomová práce | 24.4.2024
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Výuka
Akademický rok: 2024/2025Zimní semestrPondělí- KMA/MA1 (G-G313)
Matematika I | 10:40 - 12:15 - KMA/NM (G-G402)
Numerická matematika | 12:30 - 14:05 - KMA/MA3*M (G-G313)
Matematika 3 | 16:10 - 17:45 - KMA/MA3-M (G-G313)
Matematika 3 | 16:10 - 17:45
Středa- KMA/MA3 (G-G305)
Matematika III | 12:30 - 14:05 - KMA/MA3 (G-G313)
Matematika III | 14:20 - 15:55 - KMA/MA3*M (G-G313)
Matematika 3 | 16:10 - 17:45 - KMA/MA3-M (G-G313)
Matematika 3 | 16:10 - 17:45
Pátek- KMA/NM (-)
Numerická matematika | 08:50 - 12:15 - KMA/NM (-)
Numerická matematika | 14:20 - 19:35 - KMA/NM (-)
Numerická matematika | 08:50 - 14:05
Letní semestrPondělí- KMA/NUM1 (G-G308)
Numerická matematika 1 | 12:30 - 14:05 - KMA/SPW (G-G308)
Spliny a wavelety | 16:10 - 17:45
Středa- KMA/MA2 (G-G315)
Matematika II | 16:10 - 17:45
Pátek- KMA/DRUX (-)
Diferenční a diferenciální rovnice | 16:10 - 19:35
Sobota- KMA/DRUX (-)
Diferenční a diferenciální rovnice | 16:10 - 19:35
- KMA/MA1 (G-G313)