Nicolas Vuillermet

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

133

CITATIONS

0

Scholarly Papers (1)

Weather Derivatives Structuring and Pricing: Evidence from an Agricultural Sustainable Aid in Africa

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 20 Posted: 05 Nov 2012
Lamya Kermiche and Nicolas Vuillermet
Grenoble Ecole de Management and affiliation not provided to SSRN
Downloads 67 (274,177)

Abstract:

Weather Derivatives, Degree Day Contract, Mean-Reversion, Monte-Carlo Simulation, Hedging African Weather Risk

Weather Derivatives Structuring and Pricing: Evidence from an Agricultural Sustainable Aid in Africa

Number of pages: 20 Posted: 22 Feb 2012 Last Revised: 23 Feb 2012
Lamya Kermiche and Nicolas Vuillermet
Grenoble Ecole de Management and affiliation not provided to SSRN
Downloads 66 (276,492)

Abstract:

weather derivatives, degree day contract, mean-reversion, Monte-Carlo simulation, hedging African weather risk