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Please use this identifier to cite or link to this item: https://dr.ddn.upes.ac.in//xmlui/handle/123456789/3290
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dc.contributor.authorVarshney, Sumit-
dc.date.accessioned2021-04-23T10:16:00Z-
dc.date.available2021-04-23T10:16:00Z-
dc.date.issued2007-05-
dc.identifier.citationUnder the guidance of Prof. Sharad Goel, Programme Directoren_US
dc.identifier.urihttp://hdl.handle.net/123456789/3290-
dc.descriptionSubmitted in partial fulfillment for the requirement of the degree of Master of Science (Oil Trading)en_US
dc.language.isoenen_US
dc.publisherCollege of Management and Economic Studies, UPES, Gurgaonen_US
dc.subjectDissertationen_US
dc.subjectBusiness Administrationen_US
dc.subjectOil Tradingen_US
dc.subjectOption Pricing Theoryen_US
dc.subjectBlack Scholes Option Pricing Modelen_US
dc.titleUse of NYMEX futures and options for efficient market forecastsen_US
dc.typeThesisen_US
Appears in Collections:Post Graduate

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