Weather derivatives pricing: temperature and wind options valuation
Cianci, Damiano (A.A. 2015/2016) Weather derivatives pricing: temperature and wind options valuation. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 33. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Introduction to options pricing and weather derivatives. Probability distribution analysis and the CIR model. Pricing temperature options.
References
Bibliografia: pp. 32-33.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Mathematical finance |
| Thesis Supervisor: | Papi, Marco |
| Academic Year: | 2015/2016 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Oct 2016 14:00 |
| Last Modified: | 21 Oct 2016 14:00 |
| URI: | https://tesi.luiss.it/id/eprint/17102 |
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