Weather risk swap valuation
Year of publication: |
2011
|
---|---|
Authors: | Kariya, Takeaki |
Other Persons: | Sathye, Milind (ed.) |
Published in: |
Managerial Finance. - Emerald Group Publishing Limited, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 37.2011, 11, p. 995-1010
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Japan | Risk management | Hedging | Options markets | Derivatives markets | Financial modeling | Weather derivatives | Zero‐cost swap of temperature risk | Equivalence of options on weather index |
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