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http://hdl.handle.net/11718/18683| Title: | Information trading: a potential instrument for crop loss against rain risk |
| Authors: | Chandril, Indranil |
| Keywords: | Information trading;Cauvery Basin;Global trade information services;Risk management |
| Issue Date: | 2007 |
| Publisher: | Indian Institute of Management Ahmedabad |
| Series/Report no.: | SP;001503 |
| Abstract: | A Case Study from Cauvery Basin :
Pricing of rain derivative i.e. call option has been done using mean reversion stochastic process to hedge crop loss due to draught/flood at the Cauvery Basin.Potential of information trading on future participation and the pricing of a call option has been explored through this study.IT infrastructure has been proposed through setting up kiosks at the village level for information dissemination and trading. |
| URI: | http://hdl.handle.net/11718/18683 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP_2007_1503.pdf Restricted Access | 764.68 kB | Adobe PDF | View/Open Request a copy |
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