Pricing weather derivatives in Keflavík Airport

• Main Author: Friðrik Sveinsson 1995-
• Other Authors: Háskólinn í Reykjavík
• Format: Master Thesis
• Language: English
• Published: 2021
• Subjects: Fjármálaverkfræði; Meistaraprófsritgerðir; Afleiður (verðbréf); Veðurfar; Hermilíkön; Financial engineering; Derivative securities; Weather conditions; Simulation; Keflavík; Iceland
• Online Access: http://hdl.handle.net/1946/39423

Climate change is an increasing threat to the human population. The increasing threat of extreme weather conditions forces companies to look at their weather-related risks and how companies can protect themselves financially against these types of risks. The purpose of this thesis is to examine how...