Option pricing for the electricity market
Candino, Alessandro (A.A. 2015/2016) Option pricing for the electricity market. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 67. [Bachelor's Degree Thesis]
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Abstract/Index
History. The electricity market. The Black-Scholes evaluation model. Three types of electricity power plants.
References
Bibliografia: pp. 60-66.
| 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: | 2015/2016 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 20 Oct 2016 13:17 |
| Last Modified: | 20 Nov 2018 11:26 |
| URI: | https://tesi.luiss.it/id/eprint/17082 |
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