Nicolas Vuillermet

affiliation not provided to SSRN

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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 167 (326,736)

Abstract:

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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 133 (392,262)

Abstract:

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