dc.rights.license | CC-BY-NC-ND | |
dc.contributor.advisor | Oosterlee, C.W. | |
dc.contributor.author | Steenberghe, Flore | |
dc.date.accessioned | 2024-07-11T15:01:44Z | |
dc.date.available | 2024-07-11T15:01:44Z | |
dc.date.issued | 2024 | |
dc.identifier.uri | https://studenttheses.uu.nl/handle/20.500.12932/46672 | |
dc.description.abstract | Catastrophic events cause damages that can be too costly. Such catastrophes can be insured. These insurances are tradable as CAT bonds. One of the ways to measure the payout after a certain trigger event occurred are by barrier options. | |
dc.description.sponsorship | Utrecht University | |
dc.language.iso | EN | |
dc.subject | Catastrophic events cause damages that can be too costly. Such catastrophes can be insured. These insurances are tradable as CAT bonds. One of the ways to measure the payout after a certain trigger event occurred are by barrier options. | |
dc.title | Profitable disasters: Computing CAT bonds using barrier options | |
dc.type.content | Bachelor Thesis | |
dc.rights.accessrights | Open Access | |
dc.subject.courseuu | Wiskunde & Toepassingen | |
dc.thesis.id | 33424 | |