Bandwidth Derivatives under Network Arbitrage
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Helsinki University of Technology |
Diplomityö
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Date
2002
Major/Subject
Sovellettu matematiikka
Mcode
Mat-2
Degree programme
Language
en
Pages
76
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Description
Supervisor
Salo, AhtiKeywords
bandwidth, kaistanleveys, bandbredd, network arbitrage, verkkoarbitraasi, nätverksarbitrage, pricing of derivatives, johdannaisten hinnoittelu, prissättning av derivater, parameter estimation, parametriestimointi, estimering av parametrar, routing options, reititysoptio, vägvalsoptioner