On the Basis Risk of Industry Loss Warranties

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Seminar paper from the year 2012 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 2,0, Friedrich-Alexander University Erlangen-Nuremberg, language: English, abstract: The following paper discusses industry loss warranties (ILWs). The aim of this essay is to analyze basis risk with the help of Excel simulation study and to perform a risk and pricing sensit...
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Seminar paper from the year 2012 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 2,0, Friedrich-Alexander University Erlangen-Nuremberg, language: English, abstract: The following paper discusses industry loss warranties (ILWs). The aim of this essay is to analyze basis risk with the help of Excel simulation study and to perform a risk and pricing sensit...
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  • ISBN: 9783656158257
  • DRM: NONE
  • Publication Date: Mar 23, 2012
  • Publisher: GRIN VERLAG
  • Format: pdf

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