Search for dissertations about: "Jump Diffusion Process Markov Chain Monte Carlo Stochastic Volatility VaR Electricity Markets Market"
Found 1 swedish dissertation containing the words Jump Diffusion Process Markov Chain Monte Carlo Stochastic Volatility VaR Electricity Markets Market.
-
1. Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets
Abstract : Contracts traded on international financial and commodity markets are associated with complex risk structures. In this dissertation we are concerned with two specific types of risks; market risks and credit risks. The first chapter investigates market risks in the context of the Nordic electricity market. READ MORE
Result pages:
1