Tid: 19 augusti 2011 kl 15.15-16.00. (Observera dagen och tiden)

Föredragshållare: Rémi Guérin

Titel: Volatility surface and correlation in the commodity market (Examensarbete - Master thesis)

Abstract The purpose of this report is to present the researche and the tools developed during my master thesis project. The researche explores the commodity derivative market. Two main projects are treated: the construction of a volatility surface for a commodity future, and investigations of the correlation between two futures.

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