Markus Wolfensberger: Part II -  Pricing Property Derivatives

By Markus Wolfensberger2010-12-20T12:55:00

Markus Wolfensberger

In Part I we pointed out that some property derivatives users have been pricing derivatives inconsistently with their underlying physical properties.  In Part II, we set out to explain the concepts further and provide a simple framework to arrive at better derivative valuations.

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