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Vrednotenje opcij na urne produkte električne enrgije v okviru analize rentabilnosti plinskih elektrarn : magistrsko delo
Cigut, Gregor (Author), Ahčan, Aleš (Mentor) More about this mentor... This link opens in a new window

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Language:Slovenian
Keywords:urna cena električne energije, proces z neodvisnimi prirastki, evropska nakupna opcija, Monte Carlo simulacije
Work type:Master's thesis/paper (mb22)
Tipology:2.09 - Master's Thesis
Organization:FMF - Faculty of Mathematics and Physics
Year:2013
Publisher:[G. Cigüt]
Number of pages:92 f.
UDC:519.21
COBISS.SI-ID:16762713 Link is opened in a new window
Views:887
Downloads:302
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Secondary language

Language:English
Keywords:day-ahead hourly price of electricity, independent increments process, European call option, Monte Carlo simulations

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