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Insurance and Weather Derivatives: From Exotic Options to Exotic Underlyings

Author University Paris IX Dauphine Consultant, University Paris IX Dauphine Consultant Editor: Professor Hélyette Geman
Publisher Risk Books
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Book Details
PublisherRisk Books
ISBN / ASIN189933257X
ISBN-139781899332571
AvailabilityUsually ships in 24 hours
Sales Rank5,257,750
MarketplaceUnited States 🇺🇸

Description

A collection of papers on insurance and weather derivatives and securitisation. It maps out a framework of theory and practice, and encapsulates key insights into these new markets, including pricing exotic options.