A simulation of water call option prices
Kadıoğlu, Tan Tarkan
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Please cite this item using this persistent URLhttp://hdl.handle.net/11693/17558
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.