A simulation of water call option prices
buir.advisor | Akdoğan, Haluk | |
dc.contributor.author | Kadıoğlu, Tan Tarkan | |
dc.date.accessioned | 2016-01-08T20:11:23Z | |
dc.date.available | 2016-01-08T20:11:23Z | |
dc.date.issued | 1994 | |
dc.description | Ankara : The Department of Economics and the Institute of Economics and Social Sciences of Bilkent Univ., 1994. | en_US |
dc.description | Thesis (Master's) -- Bilkent University, 1994. | en_US |
dc.description | Includes bibliographical references. | en_US |
dc.description.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. | en_US |
dc.description.provenance | Made available in DSpace on 2016-01-08T20:11:23Z (GMT). No. of bitstreams: 1 1.pdf: 78510 bytes, checksum: d85492f20c2362aa2bcf4aad49380397 (MD5) | en |
dc.description.statementofresponsibility | Kadıoğlu, Tan Tarkan | en_US |
dc.format.extent | vi, 99 leaves, tables | en_US |
dc.identifier.uri | http://hdl.handle.net/11693/17558 | |
dc.language.iso | English | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Commodity Options | en_US |
dc.subject | Black-Scholes Option Pricing | en_US |
dc.subject | Binomial Option Pricing | en_US |
dc.subject | Water Calls | en_US |
dc.subject.lcc | HG6047.W3 K33 1994 | en_US |
dc.subject.lcsh | Water industry and trade. | en_US |
dc.subject.lcsh | Water--Prices. | en_US |
dc.subject.lcsh | Commodity exchange. | en_US |
dc.subject.lcsh | Options (Finance). | en_US |
dc.subject.lcsh | Put and call transactions--Prices--Mathematical models. | en_US |
dc.subject.lcsh | Futures market. | en_US |
dc.subject.lcsh | Financial futures. | en_US |
dc.title | A simulation of water call option prices | en_US |
dc.type | Thesis | en_US |
thesis.degree.discipline | Economics | |
thesis.degree.grantor | Bilkent University | |
thesis.degree.level | Master's | |
thesis.degree.name | MA (Master of Arts) |
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