D. Matthew Coleman

University of Virginia - Darden School of Business

P.O. Box 6550

Charlottesville, VA 22906-6550

United States

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Nephila Builds a Portfolio of Weather Risk Transfer Contracts

Darden Case No. UVA-QA-0844
Number of pages: 5 Posted: 02 Jun 2017
Samuel E. Bodily and D. Matthew Coleman
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
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Abstract:

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weather risk transfer market, weather derivative, weather risk transfer contract, hedge, return on capital, ROC, portfolio diversity, derivatives, Enron weather derivatives