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Futures contract / Binomial options pricing model / Martingale pricing / Trinomial tree / Hurricane Wilma / Derivative / Forward contract / Risk-neutral measure / Tropical cyclone / Financial economics / Mathematical finance / Finance


Climate Risk Management: the Case of Tropical Cyclones Carolyn W. Changa, Jack S.K. Changb, Kian Guan Limc JEL classification: G13 Keywords: Tropical cyclones, Catastrophe risk management, Doubly-binomial Tree with stoc
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Document Date: 2010-05-24 12:29:47

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File Size: 622,56 KB

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City

Bar / Brownsville / Eastport / Chicago / /

Company

Doubly / EqeCAT / Cummins / RMS / CME Group / /

Country

United States / /

Currency

USD / /

/

Event

Natural Disaster / Environmental Issue / /

Facility

Singapore Management University / California State University / Bentley Way Diamond Bar / /

IndustryTerm

gas production / finance literature / insurance literature / catastrophe products / insurance premiums / hurricane forecasting tools / catastrophe risk management tools / functional climate risk management tools / greenhouse-gas / risk management / insurance community / oil / dynamical systems / insurance industry / /

MarketIndex

CME Hurricane / CHI / /

NaturalFeature

Gulf of Mexico / /

Organization

Department of Finance / World Meteorological Organization / National Hurricane Center / California State University / Fullerton Department of Finance / Singapore Management University / Singapore / California State University / Los Angeles / National Weather Service / /

Person

Jack S.K. Chang / Kian Guan Limc / Guy Carpenter / Carolyn W. Changa / Jack S.K. Changb / /

/

Position

Professor / mp / /

ProvinceOrState

Texas / /

PublishedMedium

Journal of Climate / /

Region

Eastern U.S. / Gulf of Mexico / gulf coast / Eastern USA / /

Technology

Alpha / simulation / CAT / /

SocialTag