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A simple model for trading climate risk
Chaumont, Sébastien; Imkeller, Peter; Müller, Matthias; … - In: Vierteljahrshefte zur Wirtschaftsforschung 74 (2005) 2, pp. 175-195
Short term climate events such as the sea surface temperature anomaly known as El Niño are financial risk sources leading to incomplete markets. To make such risk tradable, we use a market model in which a climate index provides an extra investment option. Given one possible market price of...
Persistent link: https://www.econbiz.de/10010490707
Cover Image
A Simple Model for Trading Climate Risk
Chaumont, Sébastien; Imkeller, Peter; Müller, Matthias; … - In: Vierteljahrshefte zur Wirtschaftsforschung 74 (2005) 2, pp. 175-195
Short term climate events such as the sea surface temperature anomaly known as El Niño are financial risk sources leading to incomplete markets. To make such risk tradable, we use a market model in which a climate index provides an extra investment option. Given one possible market price of...
Persistent link: https://www.econbiz.de/10010377711
Cover Image
A simple model for trading climate risk
Chaumont, Sébastien; Imkeller, Peter; Müller, Matthias; … - In: Vierteljahrshefte zur Wirtschaftsforschung 74 (2005) 2, pp. 175-195
Persistent link: https://www.econbiz.de/10003040050
Cover Image
A Simple Model for Trading Climate Risk
Chaumont, Sébastien; Imkeller, Peter; Müller, Matthias; … - In: Vierteljahrshefte zur Wirtschaftsforschung 74 (2005) 2, pp. 175-195
Persistent link: https://www.econbiz.de/10007433179
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On the Spanning Property of Risk Bonds Priced by Equilibrium
Horst, Ulrich; Müller, Matthias - In: Mathematics of operations research 32 (2007) 4, pp. 784-807
Persistent link: https://www.econbiz.de/10007879807
Cover Image
A Simple Model for Trading Climate Risk
Chaumont, Sébastien; Imkeller, Peter; Müller, Matthias; … - In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly … 74 (2005) 2, pp. 175-195
Short term climate events such as the sea surface temperature anomaly known as El Niño are financial risk sources leading to incomplete markets. To make such risk tradable, we use a market model in which a climate index provides an extra investment option. Given one possible market price of...
Persistent link: https://www.econbiz.de/10005089533