Documents 1 An Efficient and Easily Parallelizable Algorithm for Pricing Weather Derivatives Yusaku Yamamoto.....

Slide 11 An Efficient and Easily Parallelizable Algorithm for Pricing Weather Derivatives Yusaku Yamamoto Dept. of Computational Science & Engineering Nagoya University…

Economy & Finance Oxford University - Jan 2010 - UBS Global Warming Index - Weather Derivatives - ilija Murisic

1. Course outline Financial Time Series Analysis•  1. Data analysis, probability, correlations, visualisation techniques•  2. Time series analysis, random walk, autoregression,…