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.


Historical development of the electricity market. The characteristics of the electricity market. Evaluation method: the Black-Scholes model. Portfolio valorisation.


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


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