A simulation of water call option prices

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buir.advisorAkdoğan, Haluk
dc.contributor.authorKadıoğlu, Tan Tarkan
dc.date.accessioned2016-01-08T20:11:23Z
dc.date.available2016-01-08T20:11:23Z
dc.date.issued1994
dc.descriptionAnkara : The Department of Economics and the Institute of Economics and Social Sciences of Bilkent Univ., 1994.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1994.en_US
dc.descriptionIncludes bibliographical references.en_US
dc.description.abstractThe 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.provenanceMade available in DSpace on 2016-01-08T20:11:23Z (GMT). No. of bitstreams: 1 1.pdf: 78510 bytes, checksum: d85492f20c2362aa2bcf4aad49380397 (MD5)en
dc.description.statementofresponsibilityKadıoğlu, Tan Tarkanen_US
dc.format.extentvi, 99 leaves, tablesen_US
dc.identifier.urihttp://hdl.handle.net/11693/17558
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectCommodity Optionsen_US
dc.subjectBlack-Scholes Option Pricingen_US
dc.subjectBinomial Option Pricingen_US
dc.subjectWater Callsen_US
dc.subject.lccHG6047.W3 K33 1994en_US
dc.subject.lcshWater industry and trade.en_US
dc.subject.lcshWater--Prices.en_US
dc.subject.lcshCommodity exchange.en_US
dc.subject.lcshOptions (Finance).en_US
dc.subject.lcshPut and call transactions--Prices--Mathematical models.en_US
dc.subject.lcshFutures market.en_US
dc.subject.lcshFinancial futures.en_US
dc.titleA simulation of water call option pricesen_US
dc.typeThesisen_US
thesis.degree.disciplineEconomics
thesis.degree.grantorBilkent University
thesis.degree.levelMaster's
thesis.degree.nameMA (Master of Arts)

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