Temperature models for pricing weather derivatives

Author： Schiller Frank   Seidler Gerold   Wimmer Maximilian  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.12, Iss.3, 2012-03, pp. : 489-500

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Pricing temperature-based weather derivatives in China

By Göncü Ahmet  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 13, Iss. 1, 2011-12 ,pp. : 32-44

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Dynamical pricing of weather derivatives

By Brody Dorje   Syroka Joanna   Zervos Mihail  

Quantitative Finance, Vol. 2, Iss. 3, 2002-06 ,pp. : 189-198

Routledge Ltd

Access to resources Recommend Favorite

Pricing weather derivatives by marginal value

By Davis M.  

Quantitative Finance, Vol. 1, Iss. 3, 2001-03 ,pp. : 305-308

Routledge Ltd

Access to resources Recommend Favorite

Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis

By de Jong F.  

European Finance Review, Vol. 5, Iss. 3, 2001-01 ,pp. : 201-237

Springer Publishing Company

Access to resources Recommend Favorite

Pricing inflation-indexed derivatives

By Mercurio Fabio  

Quantitative Finance, Vol. 5, Iss. 3, 2005-06 ,pp. : 289-302

Routledge Ltd

Access to resources Recommend Favorite