dc.contributor.advisor | Σκιαδόπουλος, Γεώργιος | |
dc.contributor.author | Τάσσης, Δημήτριος Κ. | |
dc.date.accessioned | 2014-05-09T10:57:26Z | |
dc.date.available | 2014-05-09T10:57:26Z | |
dc.date.issued | 2014-05-09T10:57:26Z | |
dc.identifier.uri | https://dione.lib.unipi.gr/xmlui/handle/unipi/5804 | |
dc.language.iso | el | |
dc.rights | Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές | |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/deed.el | |
dc.subject | Commodity futures -- Risk assessment | |
dc.subject | Futures | |
dc.subject | Price market | |
dc.title | Pricing of commodities futures: an empirical study | |
dc.type | Master Thesis | |
europeana.isShownAt | https://dione.lib.unipi.gr/xmlui/handle/unipi/5804 | |
dc.identifier.call | 332.644 ΤΑΣ | |
dc.description.abstractEN | In the current thesis, methods and models for pricing commodities contracts are presented and studied. More specifically, a model which was created by Gibson and Schwartz (1990) is studied in depth, analysed and implemented using Matlab. Moreover, results of implementation are presented and analysed. Implementation is based on a large data set of more than 20 years futures prices of crude oil commodities. | |