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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