148 Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts Table A.2 Data Details of CME Rainfall Binary Monthly Options Product Type Contract Period Trading Period Strike Price Call Option Mar. 2006 20050531-20060403 179/185/199/205 Put Option Mar. 2005 20041007-20050401 153/176 Mar. 2006 20050531-20060331 173 Appendix B Results of Estimation Figure B.1 Estimations of Parameters in Mixed Exponential Distribution
RkJQdWJsaXNoZXIy ODg3MDU=