02818ntm a22004937i 4500 000724813 CZ-PrVSE 20250629141137.0 m d cr n|||||||||| 250629s2025 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Wagner, Adam ISIS:145332 dis Analysis of IRS development from 2018 to 2024 eng Analysis of the IRS development from 2018 to 2024 / Adam Wagner 2025 ?? stran : digital, PDF soubor Vedoucí práce: Jiří Málek Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví, 2025 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2025 This diploma thesis examines the development of interest rate derivatives from 2018 to 2024 with a focus on interest rate swaps. The first part of the thesis is devoted to the characteristics of interest rate derivatives. In the second part, the valuation of interest rate swaps and cross-currency swaps is analysed. Scripts in Python are here created to automate the valuation of the mentioned instruments. Furthermore, possible cases of arbitrage and their causes are explored in this part. In the third and last part of the thesis, the development of the price and the use of interest rate and cross-currency swaps in practice from the perspective of the banks (especially in the Czech Republic) between the years 2018 and 2024 is analysed. This thesis aims to provide a comprehensive insight into the field of interest rate swaps and their development over the last few years. Způsob přístupu: Internet bankovnictví a pojišťovnictví [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas interest rate swap valuation of interest rate derivatives cross-currency swap Málek, Jiří, 1953- mzk2003181803 ths Malinovský, Daniel ISIS:141533 opn Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví kn20010709398 dgg https://insis.vse.cz/zp/83996/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/83996 Hlavní práce https://insis.vse.cz/zp/83996/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/83996/posudek/oponent/88072 Oponentura https://insis.vse.cz/zp/83996/podrobnosti dc:identifier NEPOSILAT VSKP vse83996 250624 83996