Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary ContractsApr 1, 2021·Shih-Kuei Lin,Ming-Che ChuangDongjie (Oliver) Fang· 0 min readTypeJournal articlePublicationNTU Management Review, 31(1), 117–153Last updated on Apr 1, 2021Weather Derivatives Derivatives Financial Engineering AuthorsDongjie (Oliver) FangPh.D. Student in Business Administration (Finance) ← What Drives Jumps in the Secured Overnight Financing Rate? Evidence from the Arbitrage-Free Nelson–Siegel Model with Jump Diffusion Jan 1, 2024
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