Optimal static hedging of price risk in the energy market : replicating portfolio in a robust setting

dc.contributor.advisor	Pantoja Robayo, Javier	spa
dc.contributor.author	Gonzalez Marulanda, Lilian
dc.coverage.spatial	Medellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees	eng
dc.creator.degree	Magíster en Finanzas	spa
dc.creator.email	ligonzal@eafit.edu.co	spa
dc.date.accessioned	2020-01-21T15:49:07Z
dc.date.available	2020-01-21T15:49:07Z
dc.date.issued	2019
dc.identifier.ddc	333.7932 G643
dc.identifier.uri	http://hdl.handle.net/10784/15389
dc.language.iso	spa	spa
dc.publisher	Universidad EAFIT	spa
dc.publisher.department	Escuela de Economía y Finanzas	spa
dc.publisher.place	Medellín	spa
dc.publisher.program	Maestría en Finanzas	spa
dc.rights.accessrights	info:eu-repo/semantics/openAccess	spa
dc.rights.local	Acceso abierto	spa
dc.subject	Cobertura Estática	spa
dc.subject	Precios en el mercado energético	spa
dc.subject.keyword	Discrete Replicating	spa
dc.subject.keyword	Risk Mitigation	spa
dc.subject.keyword	Robust optimization	spa
dc.subject.keyword	Static Hedging	spa
dc.subject.lemb	EMPRESAS ELÉCTRICAS - TARIFAS	spa
dc.subject.lemb	INDUSTRIA ENERGÉTICA	spa
dc.subject.lemb	EMPRESAS ELÉCTRICAS	spa
dc.title	Optimal static hedging of price risk in the energy market : replicating portfolio in a robust setting	spa
dc.type	masterThesis	eng
dc.type	info:eu-repo/semantics/masterThesis	eng
dc.type.hasVersion	acceptedVersion	eng
dc.type.local	Tesis de Maestría	spa

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