The Mathematical Institute, University of Oxford, Eprints Archive

Utility indifference pricing and hedging - Temperature modeling and its significance in the construction of weather derivatives

Anastiasiades, Georgios (2009) Utility indifference pricing and hedging - Temperature modeling and its significance in the construction of weather derivatives. Masters thesis, Mathematical Institute.

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Item Type:Thesis (Masters)
Subjects:H - N > Mathematics education
Research Groups:Mathematical and Computational Finance Group
ID Code:787
Deposited By:Laura Auger
Deposited On:23 Jul 2009 08:26
Last Modified:03 Aug 2009 10:29

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