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The Weather Derivatives Market Read chapter Read first chapter

2013 | OriginalPaper | Chapter

4. Pricing Approaches of Temperature Derivatives

Authors : Antonis K. Alexandridis, Achilleas D. Zapranis

Published in: Weather Derivatives

Publisher: Springer New York

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Abstract

This chapter reviews in detail the most important and more often cited models proposed in literature to represent the temperature driving process. In this chapter, the strengths and weaknesses of prior studies will be analyzed in order to develop an appropriate model that describes the temperature dynamics and that it can be used in pricing of various temperature derivatives.

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previous chapter Handling the Data
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Metadata
Title
Pricing Approaches of Temperature Derivatives
Authors
Antonis K. Alexandridis
Achilleas D. Zapranis
Copyright Year
2013
Publisher
Springer New York
Book
Weather Derivatives

Print ISBN: 978-1-4614-6070-1

Electronic ISBN: 978-1-4614-6071-8

Copyright Year: 2013

DOI
https://doi.org/10.1007/978-1-4614-6071-8_4