WEATHER DERIVATIVES: THE MOST COMMON PRICING AND VALUATION METHODS

In recent years , weather derivatives have become a common tool in risk management for many sectors. This has its roots in that there is no unique way to determine de value and price solutions that would be generally approved by market-participants, like in the case of the Black-Scholes formula for...

Full description

Bibliographic Details
Main Author: Botos Horia Mircea
Format: Article
Language:deu
Published: University of Oradea 2013-07-01
Series:Annals of the University of Oradea: Economic Science
Subjects:
Online Access:http://anale.steconomiceuoradea.ro/volume/2013/n1/101.pdf