Browsing Abschlussarbeiten by Author "Cabrera, Brenda López"
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2006-10-06MasterarbeitPricing catastrophic bonds for earthquakes in Mexico Cabrera, Brenda LópezAfter the occurrence of a natural disaster, the reconstruction can be financed with catastrophic bonds (CAT bonds) or reinsurance. For insurers, reinsurers and other corporations CAT bonds provide multi year protection ...
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2009-10-05MasterarbeitPricing of Asian temperature risk Cabrera, Brenda LópezWeather derivatives (WD) are different from most financial derivatives because the underlying weather cannot be traded and therefore cannot be replicated by other financial instruments. The market price of risk (MPR) is ...