Sökning: "Camilla Landén"
Hittade 2 avhandlingar innehållade orden Camilla Landén.
1. On the term structure of forwards, futures and interest rates
Sammanfattning : .... LÄS MER
2. Essays in mathematical finance : modeling the futures price
Sammanfattning : This thesis consists of four papers dealing with the futures price process. In the first paper, we propose a two-factor futures volatility model designed for the US natural gas market, but applicable to any futures market where volatility decreases with maturity and varies with the seasons. LÄS MER
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