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    Modeling temperature dynamics and pricing temperature derivatives: an investigative Kenyan example 

    Maina, Francis Karanja (Strathmore University, 2018)
    The following research project will propose a mean-reverting stochastic process for modelling the daily average temperature in the Kenyan context. The proposed modelling framework will then be used to price a weather ...

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    AuthorMaina, Francis Karanja (1)Subject
    Derivatives (1)
    Finance (1)
    Financial modeling (1)Temperature dynamics (1)... View MoreDate Issued2018 (1)Has File(s)Yes (1)

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