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A primer on weather derivatives

Barrieu, Pauline and Scaillet, Olivier (2010) A primer on weather derivatives. In: Filar, Jerzy A. and Haurie, Alain, (eds.) Uncertainty and Environmental Decision Making: a Handbook of Research and Best Practice. International series in operations research & management science(138). Springer, pp. 155-176. ISBN 9781441911285

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Abstract

We give a short introduction to weather derivatives. We discuss what they are made for. We describe the markets on which they are exchanged, and how they are used to promote agricultural risk transfer in developing countries via the World Bank program. We also treat some specific issues such as basis risk, pricing and design.

Item Type: Book Section
Official URL: http://www.springer.com/
Additional Information: © 2010 Springer Science + Business Media LLC
Library of Congress subject classification: Q Science > QA Mathematics
Sets: Research centres and groups > Centre for the Analysis of Time Series (CATS)
Research centres and groups > Risk and Stochastics Group
Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 Nov 2009 13:05
URL: http://eprints.lse.ac.uk/26008/

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