European-Style Forward Derivatives for Telecom Commodities

Bandwidth commodity markets are developing, and (dark) fiber swaps are not uncommon. Derivatives, especially derivatives of forward contracts, are likly to be important for risk management and hedging. However there is currently no method available to price contingent claims where the underlying ass...

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Bibliographic Details
Main Authors: CHELIOTIS, Giorgos, KENYON, C.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2001
Subjects:
Online Access:https://ink.library.smu.edu.sg/sis_research/1276
https://worldcat.org/isbn/9783831126989
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Institution: Singapore Management University
Language: English