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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Main Authors: | , |
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Format: | text |
Language: | English |
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Institutional Knowledge at Singapore Management University
2001
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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 |