Modeling, pricing and risk management of power derivatives

Metadata Label Value
Author(s): Wilhelm, Martina
Publisher: ETH
Citation:

Wilhelm, Martina. Modeling, pricing and risk management of power derivatives. ETH (2007). http://dx.doi.org/10.3929/ethz-a-005364071

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (44.20KB) , Fulltext (1.25MB)
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Detailed Information

Metadata Description
Title Modeling, pricing and risk management of power derivatives
Author(s) Wilhelm, Martina
Publication Place Zürich
Publisher ETH
Publication Date 2007
Notes Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 17062, 2007
Language English
DOI http://dx.doi.org/10.3929/ethz-a-005364071
Subject(s) Operations Research
Keyword(s) STOCK EXCHANGE PRICE
FINANCIAL INNOVATION
MONEY AND CURRENCY
RISK ANALYSIS
MODELING OF SPECIFIC ASPECTS OF THE ECONOMY
STOCHASTIC MODELS
STOCHASTIC SIMULATION
PROBABILITY THEORY
Description File Name MIME Type Size
Abstract   eth-29447-01.pdf application/pdf 44.20KB
Fulltext   eth-29447-02.pdf application/pdf 1.25MB
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E-Collection record created: Sat, 19 Apr 2008, 04:52:47 CET