Sökning: "Regina Kuvaitseva"

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  1. 1. Pricing Temperature Weather Derivatives

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Regina Kuvaitseva; Daniela Dumitras; [2012]
    Nyckelord :Weather derivatives; commodities; temperature stochastic modelling; Monte-Carlo simulations; market price of risk; Business and Economics;

    Sammanfattning : The key aim of the current paper is to analyse the plausibility of a pricing model for temperature weather derivatives. The historical data are studied in order to propose a stochastic process that describes temperature dynamics in three Swedish cities. LÄS MER