氣候衍生性金融商品---研究臺灣雨量選擇權

完整後設資料紀錄

DC 欄位	值	語言
dc.contributor.author	陳文波	en_US
dc.contributor.author	Wen-Po Chen	en_US
dc.contributor.author	王克陸	en_US
dc.contributor.author	Keh-Luh Wang	en_US
dc.date.accessioned	2014-12-12T02:59:16Z	-
dc.date.available	2014-12-12T02:59:16Z	-
dc.date.issued	2005	en_US
dc.identifier.uri	http://140.113.39.130/cdrfb3/record/nctu/#GT009339511	en_US
dc.identifier.uri	http://hdl.handle.net/11536/79712	-
dc.description.abstract	中文摘要本篇論文「氣候衍生性金融商品 - 臺灣雨量選擇權」，研究臺灣地區特殊的降雨特性，每年7月至9月期間是颱風來襲的季節，累積降雨量往往造成農業、觀光業、服務業之直接或間接損失；本研究利用紐曼-史考特矩型降雨量模型(Neyman-Scott Rectangular Pulse Model)來預測臺灣7月、8月、9月之降雨量分佈，用以評價可發行之天氣型避險工具-雨量選擇權，並作模型參數之敏感度分析。	zh_TW
dc.description.abstract	Thesis Abstract This thesis “Weather Derivative-Rainfall Options in Taiwan” studies the characteristic of rainfall in Taiwan. The Typhoon season starts from July to September every year and the accumulated rainfall causes direct or indirect losses on agriculture, tourism and service industries. This study uses Neyman-Scott Rectangular Pulse Model to predict the rainfall in Taiwan on July, August and September. Further, it evaluates the weather hedge tool-rainfall options, which can be issued in the future, and does sensitivity analysis of model parameters.	en_US
dc.language.iso	zh_TW	en_US
dc.subject	氣候衍生性金融商品	zh_TW
dc.subject	雨量選擇權	zh_TW
dc.subject	雨量	zh_TW
dc.subject	天氣	zh_TW
dc.subject	Weather Derivative	en_US
dc.subject	Rainfall Option	en_US
dc.subject	Rainfall	en_US
dc.subject	Weather	en_US
dc.title	氣候衍生性金融商品---研究臺灣雨量選擇權	zh_TW
dc.title	Weather Derivative---Research Rainfall Option in Taiwan	en_US
dc.type	Thesis	en_US
dc.contributor.department	財務金融研究所	zh_TW
顯示於類別：	畢業論文