Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing

Zapranis, Achilleas and Alexandridis, Antonis (2009) Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing. In: 11th Engineering Applications of Neural Networks, 27-29 August, 2009, London, UK. (Full text available)

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Item Type: Conference or workshop item (Paper)
Uncontrolled keywords: weather derivatives, temperature derivatives, modeling, pricing, forecasting
Subjects: H Social Sciences > HG Finance
Divisions: Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science
Depositing User: Antonis Alexandridis
Date Deposited: 09 Jun 2012 19:46
Last Modified: 20 Jun 2015 18:02
Resource URI: https://kar.kent.ac.uk/id/eprint/29617 (The current URI for this page, for reference purposes)
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