Pricing of commodities futures: an empirical study

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.

Except where otherwise noted, this item's license is described as
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές