Essays about: "Daniela Dumitras"

Found 1 essay containing the words Daniela Dumitras.

  1. 1. Pricing Temperature Weather Derivatives

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Regina Kuvaitseva; Daniela Dumitras; [2012]
    Keywords : Weather derivatives; commodities; temperature stochastic modelling; Monte-Carlo simulations; market price of risk; Business and Economics;

    Abstract : The key aim of the current paper is to analyse the plausibility of a pricing model for temperature weather derivatives. The historical data are studied in order to propose a stochastic process that describes temperature dynamics in three Swedish cities. READ MORE