Derivatives Markets
Lecture 11: Weather and Energy
Derivatives
Rafał Łochowski
Spring 2011
Two presentations - on Weather
and Energy derivatives
• An interesting presentation about weather
derivatives you may find at the web page
http://www.case.hu-berlin.de/events/Archive/
Workshops/Weather_derivatives_workshop/
Benth_Pres.pdf
• and a presentation about energy derivatives
at the web page
http://www.ioz.pwr.wroc.pl/pracownicy/
weron/ppt/RWeronMisiorek05_EEM05.pdf
Material from J. Hull’s book
Another presentation about weather and
energy derivatives may be find at J. Hull’sweb
page
http://www.rotman.utoronto.ca/~hull/ofodslides/
Presentation CH23HullOFOD6thEd.ppt,
for sixth edition of J. Hull’s book
Options, Futures, and Other Derivatives,