A Simulation of water call option prices
A Simulation of water call option prices
The popularity of iinancial derivatives and especially options is widespread in the last decade. Although various commodity options became popular nowadays, no form of water option happened to arise because there were no need. On the other hand, Turkey and the Middle East countries are at the point of decision which market mechanism to choose for the trade of water. In this thesis, we will try to suggest call options on water, making estimations for the last decade which can be used in efficiency tests and projections on the future of water market.
Cataloged from PDF version of article.
Includes bibliographical references.
Kadıoğlu, Tan Tarkan
- Bilkent University Turkey
330, Put and call transactions--Prices--Mathematical models., Water industry and trade, Water--Prices., Economics, Put and call transactions--Prices--Mathematical models, Commodity Options, Uluslararası İlişkiler, Water trade, Binomial Option Pricing, Futures market., Commodity exchange, Financial futures., HG6047.W3 K33 1994, Water problem, Financial futures, Option, Ekonomi, Options (Finance), Options (Finance)., Water industry and trade., International Relations, Commodity exchange., Water--Prices, Middle eastern countries, Futures market, Black-Scholes Option Pricing, Water Calls
330, Put and call transactions--Prices--Mathematical models., Water industry and trade, Water--Prices., Economics, Put and call transactions--Prices--Mathematical models, Commodity Options, Uluslararası İlişkiler, Water trade, Binomial Option Pricing, Futures market., Commodity exchange, Financial futures., HG6047.W3 K33 1994, Water problem, Financial futures, Option, Ekonomi, Options (Finance), Options (Finance)., Water industry and trade., International Relations, Commodity exchange., Water--Prices, Middle eastern countries, Futures market, Black-Scholes Option Pricing, Water Calls
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).0 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Average influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!