The Application of the Principal Agent Theory to Derivatives Pricing—— A Case of Weather Derivatives
碩士 === 輔仁大學 === 經濟學系碩士班 === 103 === The issue of optimal pricing of weather derivatives is the main topic of the current dissertation. According to different consumers’s preference (agent), the contracts of the different risk aversion parameter will be designed by a firm (a principal) with different...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/e56xug |