Download This PaperIntroduction to Weather Derivative Pricing
8 Pages Posted: 23 Jun 2004
Date Written: June 21, 2004
Abstract
We describe the methods used in industry for the pricing of weather derivatives.
Keywords: Weather derivatives, weather risk, weather insurance
JEL Classification: G12, G13
Suggested Citation: Suggested Citation
Jewson, Stephen, Introduction to Weather Derivative Pricing (June 21, 2004). Available at SSRN: https://ssrn.com/abstract=557831 or http://dx.doi.org/10.2139/ssrn.557831
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