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Insurance and Weather Derivatives: From Exotic Options to Exotic Underlyings

Name: Insurance and Weather Derivatives: From Exotic Options to Exotic Underlyings
Author: University Paris IX Dauphine Consultant, University Paris IX Dauphine Consultant Editor: Professor HÃ©lyette Geman
ISBN: 9781899332571

AuthorUniversity Paris IX Dauphine Consultant, University Paris IX Dauphine Consultant Editor: Professor HÃ©lyette Geman

PublisherRisk Books

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Book Details

Author(s)University Paris IX Dauphine Consultant, University Paris IX Dauphine Consultant Editor: Professor HÃ©lyette Geman

PublisherRisk Books

ISBN / ASIN189933257X

ISBN-139781899332571

MarketplaceFrance 🇫🇷

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.