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Scenario 2 nov 2001 - PowerPoint PPT Presentation

Quanto Example

Quanto Example. Cross-Commodity Inventory Option. The structure protects Utility against price, volume, and price-volume fluctuations in a warmer than expected winter - Gas demand is lower than expected, and Utility is long gas at the end of the winter season.

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Scenario 2 nov 2001 - PowerPoint PPT Presentation

Quanto Example