The Black-Scholes model: an application to the electricity market
Scarabino, Clelia (A.A. 2013/2014) The Black-Scholes model: an application to the electricity market. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 45. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Historical development of the electricity market. The characteristics of the electricity market. Evaluation method: the Black-Scholes model. Portfolio valorisation.
References
Bibliografia: pp. 44-45.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Mathematical finance |
| Thesis Supervisor: | Papi, Marco |
| Academic Year: | 2013/2014 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 30 Oct 2014 09:28 |
| Last Modified: | 19 May 2015 23:57 |
| URI: | https://tesi.luiss.it/id/eprint/12912 |
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