Modelling energy prices: pricing derivatives in electricity markets
Federico, Alessandro (A.A. 2012/2013) Modelling energy prices: pricing derivatives in electricity markets. Tesi di Laurea in Mathematical methods for economics and finance, LUISS Guido Carli, relatore Fausto Gozzi, pp. 135. [Master's Degree Thesis]
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Abstract/Index
Probability measures and stochastic calculus. Energy markets and electricity. A jump diff�usion model for electricity markets.
References
Bibliografia: pp. 132-135.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Mathematical methods for economics and finance |
| Thesis Supervisor: | Gozzi, Fausto |
| Thesis Co-Supervisor: | Bollino, Carlo Andrea |
| Academic Year: | 2012/2013 |
| Session: | Extraordinary |
| Deposited by: | Maria Teresa Nisticò |
| Date Deposited: | 22 May 2014 19:26 |
| Last Modified: | 19 May 2015 23:46 |
| URI: | https://tesi.luiss.it/id/eprint/11870 |
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