Modeling and Pricing Typhoon Options: A Case Study in Taiwan
碩士 === 長庚大學 === 企業管理研究所 === 97 === Chicago Merchandise Exchange（CME）issued first weather derivatives in 1997 and started an electronic market place for weather derivatives in 1999. For avoid the damage from hurricane, Chicago Merchandise Exchange developed hurricane derivatives in 2005. Because Taiw...
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| Format: | Others |
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2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26393953715099646430 |