The Pricing and Hedging of Multi-Factor Multi-Commodity Based Swing Options

多因素多商品波动期权的定价与对冲

• 批准号: LP0775442
• 负责人: Prof Carl Chiarella
• 金额: $ 22.42万
• 依托单位: University of Technology Sydney
• 依托单位国家: 澳大利亚
• 项目类别: Linkage Projects
• 财政年份: 2007
• 资助国家: 澳大利亚
• 起止时间: 2007-01-02 至 2010-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/LP0775442
• 关键词: Pricing; Hedging; Multi; Factor; Commodity

The partner organisation, an Australian based company, is a leading global player in providing risk management solutions to energy corporations world-wide. The advances of the project will help it to enhance Australia's role as a provider of practical implementation of the most recent academic advances in the area of risk management technology.

该合作伙伴组织是一家总部位于澳大利亚的公司，在为全球能源公司提供风险管理解决方案方面处于全球领先地位。该项目的进展将有助于加强澳大利亚作为风险管理技术领域最新学术进展的实际实施提供者的作用。