Fundamentals of Weather Derivatives and Catastrophe Bonds
Kenneth Collison, Laura Ann Jones
Thu Jan 17, 10am-12:00pm, E51-335
Thu Jan 17, 02-04:00pm, E51-395
No limit but advance sign up required (see contact below)
Participants welcome at individual sessions (series)
Companies use these market tools to avoid risks such as losses due to hurricanes and earthquakes and reduced revenues due to cold summers and warm winters. How are transactions structured? Who are the participants? What roles do science and technology play in shaping these new financial markets? Experts from Constellation Power Source, ElementRe Capital Products, Inc. (Lynda Clemmons), Goldman Sachs (Michael Millette), and Enron's former Weather Desk (Joseph Hrgovcic) will participate in teaching this course by sharing both the fundamentals and applications of these market tools. There will be an optional lunch with the presenters.
Web: http://web.mit.edu/sloaneef/
Contact: Kenneth Collison, (617) 577-5593, collison@MIT.EDU
Sponsor: Sloan School of Management
Latest update: 07-Dec-2001
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