Essays about: "Irina Prostakova"

Found 1 essay containing the words Irina Prostakova.

  1. 1. Energy Derivatives Pricing

    University essay from Tillämpad matematik och fysik (MPE-lab)

    Author : Irina Prostakova; Alexander Tazov; [2011]
    Keywords : Financial Mathematics; Option; Energy derivative pricing;

    Abstract : In this paper we examine energy derivatives pricing. The previous studies considered the same source of uncertainty for the spot and the futures prices. We investigate the problem of futures pricing with two independent sources of risk. In general the structure of the oil and gas futures markets is closely related to some stock indices. READ MORE