Search for dissertations about: "Futures contract"

Found 1 swedish dissertation containing the words Futures contract.

  1. 1. Modelling Weather Dynamics for Weather Derivatives Pricing

    University dissertation from Linköping : Linköping University Electronic Press

    Author : Emanuel Evarest Sinkwembe; Martin Singull; Xiangfeng Yang; Fredrik Berntsson; Erik Lindström; [2017]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis focuses on developing an appropriate stochastic model for temperature dynamics as a means of pricing weather derivative contracts based on temperature. There are various methods for pricing weather derivatives ranging from simple one like historical burn analysis, which does not involve modeling the underlying weather variable to complex ones that require Monte Carlo simulations to achieve explicit weather derivatives contract prices, particularly the daily average temperature (DAT) dynamics models. READ MORE