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Pricing Weather Derivatives with MATLAB

 Pricing a weather option involves getting a good model for the climate event. Learn how to price a weather option using the following steps:

- Get data into MATLAB using a REST API.

- Clean and analyze the temperature timeseries.

- Model the temperature using a linear model for the deterministic part and an arma/garch process for the volatility.

- Forecast the temperature and price of a weather option.

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