天气衍生产品.pdfVIP

山东理工大学本科毕业论文 摘 要 伴随着世界经济和区域经济的不断发展，金融市场中的产品也在日益的丰 富。经历了2007年的金融风暴之后，人们对金融衍生产品抱有许多的成见，但 不可否的是：世界经济的发展离不开金融，金融的魅力又在于其自身的不断创 新。在众多金融衍生产品中，天气衍生产品在金融衍生品的大家庭里新的一员， 它的出现是应运某些行业对天气风险的规避。对于各种有天气气候原因引发的 灾害屡见不鲜，带来的损失也是巨大的。人们在不断的探索减少天气灾害的损 失时，在金融领域边创造出了天气衍生产品。目前，天气衍生产品的应用在一 定程度上是有限，但我们并不能忽视的前景。 关键词：金融市场，金融衍生产品，天气衍生产品 Abstract With the world economy and the continuous development of regional economy, financial market products are increasingly rich. Experienced after the 2007 financial crisis, the world may or package of financial derivatives, many of the stereotypes, but does not inform that: the world economy can not develop without the financial, finance charm has its own in innovation. Among the many financial derivatives products, weather derivatives product family of financial derivatives in the new one, it appears that the weather should be shipped in certain industries to avoid the risk. For a variety of weather disasters caused by climate causes frequent damage caused is enormous. Explore the world in the continuing weather disaster loss reduction, edge in the financial sector created a weather derivative products. Currently, the application of weather derivatives is limited to some extent, but we can not ignore the prospect Of. Key words ：Financial markets, financial derivatives, weather derivatives I 山东理工大学本科毕业论文 目 录 摘 要 I Abstract I 目 录 II 一、引言 1 二、天气衍生产品主要形式 2 （一）天气合约的样式 错误！未定义书签。 （二）合约的规模和交易月份3 （三）天气合约的结算、交易系统和数据来源3 三、天气衍生产品的定价问题 4 （一）天气衍生产品的定价4 （二）天气衍生产品实例5 四、天气衍生产品在我国的发展前景 7 （一）近期我国西南大旱引发的思考7 （二）我国农业天气风险的现状和管理情况8 （三）天气衍生产品在我国农业天气风险管