Monografie

State Price Densities implied from weather derivatives

to connected objects

Language: Englisch

Identifier: 1206810432

Contributor

Härdle, Wolfgang
López Cabrera, Brenda
Teng, Huei-Wen

DOI: 10.18452/4466

URN: http://nbn-resolving.org/urn:nbn:de:kobv:11-100211306

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 26.01.2023, 1:52 PM CET

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Monografie

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Forecast based Pricing of Weather Derivatives

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State Price Densities implied from weather derivatives

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Data provider

Object type

Associated

Other Objects (12)

Implied Market Price of Weather Risk

Calibrating CAT Bonds for Mexican Earthquakes

Forecast based Pricing of Weather Derivatives

Pricing of Asian temperature risk

Pricing of Asian temperature risk

Pricing Green Financial Products

Localising temperature risk

Dynamics of State Price Densities

Implied Basket Correlation Dynamics

Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity

Numerics of Implied Binomial Trees

Common Functional Implied Volatility Analysis

Implied Market Price of Weather Risk

Calibrating CAT Bonds for Mexican Earthquakes

Forecast based Pricing of Weather Derivatives

Pricing of Asian temperature risk

Pricing of Asian temperature risk

Pricing Green Financial Products

Localising temperature risk

Dynamics of State Price Densities

Implied Basket Correlation Dynamics

Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity

Numerics of Implied Binomial Trees

Common Functional Implied Volatility Analysis

Implied Market Price of Weather Risk

Calibrating CAT Bonds for Mexican Earthquakes

Forecast based Pricing of Weather Derivatives

Pricing of Asian temperature risk

Pricing of Asian temperature risk

Pricing Green Financial Products

Localising temperature risk

Dynamics of State Price Densities

Implied Basket Correlation Dynamics

Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity

Numerics of Implied Binomial Trees

Common Functional Implied Volatility Analysis

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