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      • Dept. of Economics - Master's degree
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      •   BUIR Home
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      • Bilkent Theses
      • Theses - Department of Economics
      • Dept. of Economics - Master's degree
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      A simulation of water call option prices

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      Author
      Kadıoğlu, Tan Tarkan
      Advisor
      Akdoğan, Haluk
      Date
      1994
      Publisher
      Bilkent University
      Language
      English
      Type
      Thesis
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      Abstract
      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.
      Keywords
      Commodity Options
      Black-Scholes Option Pricing
      Binomial Option Pricing
      Water Calls
      Permalink
      http://hdl.handle.net/11693/17558
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      • Dept. of Economics - Master's degree 290
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