Add to ORKGThe goal of this thesis is to describe different mathematical methods of construction stock market indices, to evaluate the strengths and weaknesses of particular approaches and to give the recommendation which of these methods is suitable to use at last. The special emphasis is placed on the methods of construction stock market indices in the Czech Republic and its close neighbouring countries. Further in order I give an account of distribution revenues probability (coefficients of growth, relative increments) and compare it with convenient theoretical distribution (normal, log-normal). My thesis is divided into three main chapters. In the first one I put a theoretic interpretation on all possible stock market indices calculation, their va...