Narrow search
Showing 1 - 10 of 11,924
Cover Image
Implied market price of weather risk
Härdle, Wolfgang; López Cabrera, Brenda - 2009
. The weather derivative market is therefore incomplete. This paper implements a pricing methodology for weather derivatives …
Persistent link: https://www.econbiz.de/10003796146
Cover Image
Forecast based pricing of weather derivatives
Härdle, Wolfgang; López Cabrera, Brenda; Ritter, Matthias - 2012
Forecasting based pricing of Weather Derivatives (WDs) is a new approach in valuation of contingent claims on nontradable underlyings. Standard techniques are based on historical weather data. Forward-looking information such as meteorological forecasts or the implied market price of risk (MPR)...
Persistent link: https://www.econbiz.de/10009511156
Cover Image
Zeitstetige Modellierung von Preisprozessen auf Finanzmärkten : zur Interpretation und Notwendigkeit der Usual Conditions
Klößner, Stefan - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002749826
Cover Image
Heterogeneous beliefs and the effect of replicatable options on asset prices
Kraus, Alan - In: The review of financial studies 9 (1996) 3, pp. 723-756
Persistent link: https://www.econbiz.de/10001209113
Cover Image
Rational price limits in futures markets : tests of a simple optimizing model
Ackert, Lucy F. - In: Review of financial economics : RFE 4 (1994) 1, pp. 93-108
Persistent link: https://www.econbiz.de/10001178524
Cover Image
Essays on derivatives pricing theory
Heynen, Ronald C. - 1995
Persistent link: https://www.econbiz.de/10000904790
Cover Image
Estimating state-price densities from derivative prices : parametric and nonparametric methods
Guidolin, Massimo - 1999
Persistent link: https://www.econbiz.de/10001446623
Cover Image
Pricing stock and bond derivatives with a multi-factor Gaussian model
Bajeux-Besnainou, Isabelle; Portait, Roland - In: Applied mathematical finance 5 (1998) 3/4, pp. 207-225
Persistent link: https://www.econbiz.de/10001446813
Cover Image
The risk and price volatility of stock options in general equilibrium
Drees, Burkhard - In: The Scandinavian journal of economics 97 (1995) 3, pp. 459-467
Persistent link: https://www.econbiz.de/10001187657