Pricing and hedging of precipitation option
碩士 === 國立交通大學 === 財務金融研究所 === 97 === In recent years, the risk from weather changes has brought increasing attention all over the world. In Taiwan, typhoon and monsoon are the major sources of catastrophes, and the precipitation is the most important factor. This study tries to design a precipitatio...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/62336053295419269152 |