Moderní metody oceňování opcí

In the submitted thesis we deal with option pricing within sophisticated random processes---the so-called Levy processes. The work has been divided into five chapters. In the first chapter we present the basics of the option theory. In the second chapter we analyze the Black-Scholes model as a fundamental continuous model for option pricing. In the third and fourth chapter we introduce the family of Levy processes and develop essential techniques for financial modelling in their context, respectively. The object of the research of the last chapter is the option pricing under selected Levy models.