Education
PhD in Finance (2004)
Research Interests
Financial modeling, stochastic processes, financial derivatives, replication and hedging
Studies abroad and interships
Bergamo, Cordóba, Istanbul, Lefcosia, London, New York, Palermo, Sydney
Selected Publications
Projects
Projects - co-solver
Science & research in VSB-TUO Database
Study materials
Tichý, T. Finanční deriváty – typologie finančních derivátů, podkladové procesy, oceňovací modely, VŠB-TU Ostrava, Ostrava 2006. ISBN 80-248-1180-4 (170p.)
Zmeškal, Z., Čulík, M., Tichý, T. Finanční rozhodování za rizika. Sbírka řešených příkladů, 4. upravené vydání. VŠB-TU Ostrava, Ostrava 2013. ISBN 978-80-248-3249-4.
Zmeškal, Z., Čulík, M., Tichý, T. Financial decision making under risk – workbook with solutions, 1st ed. VŠB-TU Ostrava, Ostrava 2013. ISBN 978-80-248-3250-0.
Zmeškal, Z., Dluhošová, D., Tichý T. Finanční modely: koncepty, metody, aplikace, 3. vyd. Ekopress, Praha 2013. ISBN 978-80-86929-91-0.
Selected Publications
Giacometti, R., Ortobelli, S., Tichý, T. Portfolio selection with uncertainty measures consistent with additive shifts. Prague Economic Papers 24 (1): 3-16, 2015. ISSN 1210-0455.
Kopa, M., Tichý, T. Comparison of mean-risk efficient portfolios in Asia-Pacific capital markets. Emerging Markets Finance and Trade, January–February 2014, Vol. 50, No. 1, pp. 226–240. ISSN 1540–496X.
Holčapek, M., Tichý, T. A smoothing filter based on fuzzy transform. Fuzzy sets and systems 180 (1), pp. 69–97, 2011. ISSN 0165-0114.
Ortobelli, S., Lando, T., Petronio, F., Tichý, T. Asymptotic stochastic dominance rules for sums of i.i.d. random variables. Journal of Computational and Applied Mathematics. Accepted on December 18, 2015.
Ortobelli, S., Tichý, T. On the impact of semidenite positive correlation measures in portfolio theory. Annals of Operations Research 235: 625−652, 2015. ISSN 0254-5330. 10.1007/s10479-015-1962-x.
Stiborová, E., Sznapková, B., Tichý, T. Comparison of market risk models with respect to suggested changes of Basel Accord. Acta Oeconomica 64 (S2): 257-274, 2014. ISSN 0001-6373. 10.1556/AOecon.64.2014.Suppl.18
Tichý, T. Lévy Processes in Finance: Selected applications with theoretical background. SAEI, vol. 9. Ostrava: VŠB-TU Ostrava, 2011. ISBN 978-80-248-2536-6.
Tichý, T. Simulace Monte Carlo ve Financích: Aplikace při ocenění jednoduchých opcí. SAEI, vol. 6. Ostrava: VŠB-TU Ostrava, 2010. ISBN 978-80-248-2352-2. (216 p.)
Toloo, M., Tichý, T. Two alternative approaches for selecting performance measures in data envelopment analysis. Measurement: Journal of the International Measurement Confederation 65 (April), 2015, 29-40. ISSN 0972-0073. 10.1016/j.measurement.2014.12.043