Valuation of Asian Quanto-Basket Options
نویسنده
چکیده
منابع مشابه
Phd Course “commodity Markets and Derivatives” Norwegian University If Science and Technology, Trondheim
Commodity markets: overview, description and structure Commodity spot price models, their performance and calibration Forward curve modeling for commodities Modeling commodity price volatility Correlations/dependencies in commodity portfolios Modeling risk of a commodity portfolio Typical commodity derivatives (quanto, Asian, spread and basket options, volumetric and swing options...
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