Blar i Studentoppgaver (TN-ISØP) på emneord "oil futures markets"
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Pricing and risk management of spread options on Brent and West Texas Intermediate oil futures markets
(Masteroppgave/UIS-TN-IØRP/2013;, Master thesis, 2013)This thesis investigates the price spread between futures on Brent oil from the Intercontinental Exchange and West Texas Intermediate oil from the New York Mercantile Exchange. Historical futures data is calibrated to ...