Global ETD Search
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Showing 1 to 7 of 7 for “"Weather derivatives"”.
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Pricing Weather Derivatives
The impact of the weather on everyday life is well documented. Businesses must hedge this impact. Faced with increased market deregulation, competition for business is keener than ever, hence businesses can no longer just transfer the burden of falling revenues to consumers. In this thesis, we …
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Numerical methods for weather derivatives pricing
Weather derivatives are financial products used to hedge non-catastrophic weather risks with a weather index as an underlying asset. Mispricing these contracts poses a significant risk due the nature of weather variable. On rainfall derivatives pricing, the rainfall process is considered to be a …
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Firms finance and the weather: the UK weather derivatives market
… change is motivating businesses to evaluate the weather sensitivity of their operations and earnings. Persistent changes in day-to-day weather, such as a warmer than average winter, may prove very costly for businesses and since 1997 a new financial market has grown up around the mitigation of …
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INCORPORATING THE SOUTHERN OSCILLATION INDEX INTO WEATHER RISK MODELS
Weather derivatives link a set of payments to a set of predetermined weather outcomes.
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Lie Analysis for Partial Differential Equations in Finance
Weather derivatives are financial tools used to manage the risks related to changes in the weather and are priced considering weather variables such as rainfall, temperature, humidity and wind as the underlying asset. Some recent researches suggest to model the amount of rainfall by considering the …
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Climate finance instruments and Kenyan agriculture
… and economic growth. This thesis estimates weather-related yield risk in agriculture and the possible use of climate finance instruments for risk weather management. First, the global climate finance landscape was reviewed. This provided an overview of the available financing mechanisms, the …