個案資料
了解個案內容與學習目標，選擇授課教師及使用課程。
Enron Corporation's Weather Derivatives (A)
內容大綱
New options on weather from Enron are described, in particular floors, swaps, and caps on heating degree days. An electric utility is considering whether to purchase a weather derivative to offset the risk of low volume of kilowatt hours. After understanding the nature and purpose of the contract, students will structure the option in preparation for valuing it.