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dc.contributor.authorGithinji, Rosebell
dc.date.accessioned2017-08-31T06:59:04Z
dc.date.available2017-08-31T06:59:04Z
dc.date.issued2017
dc.identifier.urihttp://hdl.handle.net/11071/5320
dc.descriptionA Research project submitted in partial fulfillment of the requirements for the degree of Bachelor of Business Science in Actuarial Science at Strathmore Universityen_US
dc.description.abstractThis study intends to apply a different pricing model for pricing coffee futures at the Nairobi Securities Exchange and suggest an improvement of the existing pricing model currently used at the NSE. This will be done by using Schwartz’s model 1 to generate coffee Futures prices, and compare the prices generated by the model with the model currently used to price coffee futures at the NSE. The difference between the series of prices generated by the two models will be tested for significance, and thus guide on whether introducing a new pricing model for the coffee Exchange will have an impact on the current pricing model.en_US
dc.language.isoenen_US
dc.publisherStrathmore Universityen_US
dc.subjectCoffee Futuresen_US
dc.subjectFutures Pricing Modelsen_US
dc.subjectNairobi Securities Exchangeen_US
dc.titleIntroducing a new coffee futures pricing model for the Nairobi Securities Exchangeen_US
dc.typeProjecten_US


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