Introduction 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

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

Stephen Jewson (Contact Author)

Risk Management Solutions ( email )

London EC3R 8NB
United Kingdom

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