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Василисины · записки


МВА-йное, неубиваемое

Свежие записи · Архив · Друзья · Личная информация

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Распитие напитков с одноклассниками

Одноклассник-трейдер, обращаясь к однокласснику-владельцу сети кафе:
- have you hedged the weather?
- no, too expensive - 50K minimum

Даже не знаю, меня больше вопрос или ответ удивляет, хехе.

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On Май, 18, 2012 02:15 (UTC), dvv7 commented:
They were talking about insurance :-)
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On Май, 19, 2012 12:56 (UTC), vasilisa_klug replied:
exactly :) an MBA-kind of, on pricey side
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On Май, 20, 2012 04:52 (UTC), dvv7 replied:
Exactly, I meant that it is too expensive for a hedge.

If it is a business conditions insurance -- mathematical expectation for that kind of insurance to be paid has to be low.

It should be possible to buy a derivative on weather directly, then it would be hedging but the problem is that it is never perfect. The contract has to have a strike such as "average amount of rainfall for three months." Say, if it falls in the nights it shouldn't affect cafe business but can bring a profit.

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[User Picture]
On Май, 18, 2012 22:30 (UTC), pi10t commented:
Мне нравятся пары - Дисней и производители туристической одежды типа Jack Wolfskin ;) хеджуют друг против друга :))
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On Май, 19, 2012 12:55 (UTC), vasilisa_klug replied:
:)
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