Risk management in the energy market: an application of exotic options
Nardelli, Davide (A.A. 2015/2016) Risk management in the energy market: an application of exotic options. Tesi di Laurea in International finance, LUISS Guido Carli, relatore Pierpaolo Benigno, pp. 116. [Master's Degree Thesis]
![[img]](http://tesi.luiss.it/style/images/fileicons/application_pdf.png) |
PDF (Full text)
Restricted to Registered users only Download (1MB) | Request a copy |
Abstract/Index
Energy system. Forms of energy. The liberalization in the energy market. Derivatives in the energy market. Futures and forwards. Exotic options evaluation: the Montecarlo simulation method. Case example: strip of spark spread put options.
References
Bibliografia: pp. 91-92.
| 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: | International finance |
| Thesis Supervisor: | Benigno, Pierpaolo |
| Thesis Co-Supervisor: | Cybo-Ottone, Alberto Adolfo |
| Academic Year: | 2015/2016 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 01 Jun 2017 09:29 |
| Last Modified: | 01 Jun 2017 09:29 |
| URI: | https://tesi.luiss.it/id/eprint/18798 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
