Derivative Pricing and Risk Management in Weather, Climate and Geological Risks
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Financial Mathematics".
Deadline for manuscript submissions: closed (30 September 2021) | Viewed by 4687
Special Issue Editor
Special Issue Information
Dear Colleagues,
The Special Issue “Derivative Pricing and Risk Management in Weather, Climate and Geological Risks” is open for submissions and welcomes articles that develop financial solutions to mitigate, hedge and transfer climatic and disaster risks. The broad aim of this Special Issue is to look at the development of mathematical models and approaches for the fair valuation and hedging of financial derivatives, with a focus on two urgent areas of environmental concern: climate change adaptation and disaster risk management. Another important theme of this Special Issue is to address catastrophic and geological risks that magnify property insurance and reinsurance losses. Other topics, not necessarily on derivative pricing, that aim to develop climate change scenarios that can be used to model credit and insurance risk for financial institutions and to develop mitigation strategies are also welcome.
Dr. Mariano Rodrigo
Guest Editor
Manuscript Submission Information
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