Essays about: "Patricia Deyna"
Found 1 essay containing the words Patricia Deyna.
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1. Pricing Options on the Nordic Power Exchange Nord Pool
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis studies the options traded at the Nordic power market Nord Pool, which are written on yearly and quarterly forward contracts. The most widely used pricing model at the market is Black 76, a model that assumes the option’s underlying variable to be log-normally distributed, and volatility to be constant over time. READ MORE
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