Use of NYMEX futures and options for efficient market forecasts
| dc.contributor.author | Varshney, Sumit | |
| dc.date.accessioned | 2021-04-23T10:16:00Z | |
| dc.date.available | 2021-04-23T10:16:00Z | |
| dc.date.issued | 2007-05 | |
| dc.description | Submitted in partial fulfillment for the requirement of the degree of Master of Science (Oil Trading) | en_US |
| dc.identifier.citation | Under the guidance of Prof. Sharad Goel, Programme Director | en_US |
| dc.identifier.uri | http://hdl.handle.net/123456789/3290 | |
| dc.language.iso | en | en_US |
| dc.publisher | College of Management and Economic Studies, UPES, Gurgaon | en_US |
| dc.subject | Dissertation | en_US |
| dc.subject | Business Administration | en_US |
| dc.subject | Oil Trading | en_US |
| dc.subject | Option Pricing Theory | en_US |
| dc.subject | Black Scholes Option Pricing Model | en_US |
| dc.title | Use of NYMEX futures and options for efficient market forecasts | en_US |
| dc.type | Thesis | en_US |