Bandwidth Derivatives under Network Arbitrage
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Journal Title
Journal ISSN
Volume Title
Helsinki University of Technology |
Diplomityö
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Instructions for the author
Author
Date
2002
Department
Major/Subject
Sovellettu matematiikka
Mcode
Mat-2
Degree programme
Language
en
Pages
76
Series
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
