| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 982136 | Procedia Economics and Finance | 2012 | 6 Pages |
Abstract
The Black-Scholes model is a renowned pricing method for European options. Weather derivatives are a financial product at the convergence of the insurance and stock markets that are at the present of a high level of interest. This product can hedge and be a profitable investment at the same time, and can be used on its own or as part of a portfolio. In this paper we wish to analyze if and how the Black-Scholes model applies to Weather derivatives.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
