Temperature-based weather derivatives modeling and contract design in mainland China

In the presented thesis, we build the theoretical framework for the development of temperature-based weather derivatives market in China. Our research is divided into two separate studies due to their different scopes. In the first study, we focus on the determination of the most precise model for t...

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Bibliographic Details
Main Author: Zong, Lu
Published: University of Liverpool 2015
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.677487

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