Weather Derivatives Trading

​Munich Re is one of the main players in the weather derivatives markets. In this business, the ones who win are the ones who can play with the data in the sharpest way.

​How is a temperature straddle option structured, and what is the probabilistic thinking behind it? Whatever the answers are, this knowledge is definitely useful for other industries too.

​Hear from the traders directly with no corporate bluff, and no recordings in the room.