Vrednotenje opcij na urne produkte električne enrgije v okviru analize rentabilnosti plinskih elektrarn : magistrsko delo

Cigut, Gregor (author), Ahčan, Aleš (mentor)

• Language: Slovenian
• Keywords: urna cena električne energije, proces z neodvisnimi prirastki, evropska nakupna opcija, Monte Carlo simulacije
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [G. Cigüt]
• Year: 2013
• Number of pages: 92 f.
• PID: 20.500.12556/RUL-96877
• UDC: 519.21
• COBISS.SI-ID: 16762713
• Publication date in RUL: 17.10.2017

Secondary language

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