Weather risk swap valuation
Year of publication: |
2011
|
---|---|
Authors: | Kariya, Takeaki |
Published in: |
Managerial Finance. - Emerald Group Publishing. - Vol. 37.2011, October, 11, p. 995-1010
|
Publisher: |
Emerald Group Publishing |
Subject: | Derivatives markets | Equivalence of options on weather index | Financial modeling | Hedging | Japan | Options markets | Risk management | Weather derivatives | Zero-cost swap of temperature risk |
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