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International Conference on Interdisciplinary Mathematical and Statistical Techniques - IMST 2008 / FIM XVI
May 16-18, 2008
University of Memphis
Memphis, TN, USA

Organizers
Sat Gupta, M.L. Aggarawal, James Jamison

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On some pricing models for derivative products on futures commodities
by
Isabel Cabrera
Intervalores Sociedade Corretora Lda, Lisbon, Portugal
Coauthors: Manuel L. Esquível

We present an analysis of the current futures market of some chosen commodities and diffusion models for the these prices.

NB: to be presented by the first author at the Special Session on "Statistical and Stochastic Methods for Financial Mathematics".

Date received: January 31, 2008

Copyright © 2008 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cavi-80.