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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