Commodity spread option pricing and the economic fundamentals of crack spreads
par Ilya Kolpakov
| Year of publication: |
2014
|
|---|---|
| Authors: | Kolpakov, Ilya |
| Publisher: |
Lausanne : EPFL |
| Subject: | commodities | spread options | option pricing | correlation | volatility | Wishart process | seasonality | supply and demand | gasoline | crude oil | Benzin | Gasoline | Erdöl | Petroleum | Rohstoffpreis | Commodity price | Optionspreistheorie | Option pricing theory | Korrelation | Correlation | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Saisonkomponente | Seasonal component | Angebot | Supply | Nachfrage | Demand |
freely available
| Extent: | Online-Ressource (XIII,131 S.) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Lausanne, Ecole Polytechnique Fédérale, Diss., 2014 |
| Notes: | Zugriff auf den Volltext nur für Mitarbeitende der herausgebenden Institution Systemvoraussetzungen: PDF Reader Zsfassung in engl. und ital. Sprache |
| Other identifiers: | 10.5075/epfl-thesis-6358 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010516044