Energy derivative pricing and applications by Parthasarathi Sinha and Ravi Pagaria (Student Project) (Record no. 69306)

MARC details
000 -LEADER
fixed length control field 01533nam a2200193Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140323b2006 xxu||||| |||| 00| 0 eng d
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number SP 2006/1328
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Sinha, Parthasarathi
9 (RLIN) 75167
245 ## - TITLE STATEMENT
Title Energy derivative pricing and applications by Parthasarathi Sinha and Ravi Pagaria (Student Project)
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Ahmedabad
Date of publication, distribution, etc. 2006
Name of publisher, distributor, etc. Indian Institute of Management
300 ## - PHYSICAL DESCRIPTION
Extent 16 p.
500 ## - GENERAL NOTE
General note Submitted to Prof. Arnab Laha
520 ## - SUMMARY, ETC.
Summary, etc. OTC energy options and swaps are unique in that essentially all of them are average price options. These have been popular for many years and are considered very plain vanilla in the industry. More exotic options, such as barriers, are extremely rare in the energy sector. The OTC energy market is not nearly as price transparent as, for example, the OTC foreign exchange market. Despite this, corporate end-users and producers tend to prefer the OTC markets since basis issue are fewer and products can be structured to more closely replicate their cash market activities. Because of differences in contract design between these instruments and exchange traded instruments banks' hedging decisions either OTC or back to back -are crucial.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Energy derivative pricing
9 (RLIN) 75242
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Project report (student)
9 (RLIN) 68539
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Pagaria, Ravi
9 (RLIN) 75243
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Student Project
952 ## - LOCATION AND ITEM INFORMATION (KOHA)
-- 00000.00
-- INR
Holdings
Price effective from Barcode Date last seen Damaged status Withdrawn status Current library Lost status Full call number Date acquired Not for loan Source of classification or shelving scheme Koha item type Home library Collection code Shelving location Total Checkouts
04/09/2009 SP001328 04/09/2009     Vikram Sarabhai Library   SP 2006/1328 05/05/2009   Dewey Decimal Classification Student Project Vikram Sarabhai Library      
04/09/2009 SP001328 04/09/2009     Vikram Sarabhai Library   SP 2006/1328 05/05/2009   Dewey Decimal Classification Student Project Vikram Sarabhai Library Reference Students Project