Humboldt-Universität zu Berlin - Statistik

Book

  López Cabrera, B. (with Borak, S., Härdle, K. H) (2013). Statistics of Financial  Markets: Exercises and Solutions. Springer Verlag, Heidelberg, 235 pages. Second edition. DOI 10.1007/978-3-642-33929-5 

Refereed Journals

• López Cabrera, B. (2013). On the Modelling of Temperature Dynamics for
  pricing weather related products. Journal of Energy Markets. To appear. (with Anastasiadou, Z.) 
• López Cabrera, B. (2012). The implied market price of weather risk. Applied Mathematical Finance, Volume 19, Issue 1, 59-95. DOI: 10.1080/1350486X.2011.591170 (with Härdle, W. K.)
• López Cabrera, B. (2010). Calibrating CAT bonds for Mexican Earthquakes. Journal of Risk and Insurance. Volume 77, Issue 3, 625-650. DOI: 10.1111/j.1539-6975.2010.01355.x (with Härdle, W. K.)

• López Cabrera, B. (2008). Calibrating parametric CAT bonds: a case sudy for Mexican Earthquakes. Schmollers Jahrbuch, Journal of Applied Social Sciences Studies/ Zeitschrift für Wirtschafts- und Sozialwissenschaften, Volume 128, Issue 4, 615-630. Duncker & Humboldt Verlag, Berlin. ISSN 1439-121X. (with Härdle, W. K.)
• López Cabrera, B. (2003). Valuación de Bonos Catastróficos para terremotos en México (Bachelor Tesis). National Prize of the Mexican Derivative Market (1° place).

Chapter in Books

• López Cabrera, B. (2013). Forecast based Pricing of Weather Derivatives, in Economics of Global Warming. Semmler and Bernard eds. Oxford University Press. (with Härdle, W. K., Ritter, M.)

  López Cabrera, B. (2011). Pricing Asian temperature risk. Statistics Tools of   Finance and Insurance, P. Civek, W.K. Härdle, R. Weron Editors, 2nd. edition. DOI:  10.1007/978-3-642-18062-0_5 (with Benth, F., Härdle, W. K.) 

Submissions/Working papers

• López Cabrera, B. (2010). Localizing temperature risk. Resubmitted.  (with Härdle, W. K., Wang, W., Okhrin, O.)

• López Cabrera, B. (2011). Modelling Temperature Dynamics: local evidence for global warming. Submitted. (with Anastasiadou, Z.) 
• López Cabrera, B. (2013). Pricing Rainfall derivatives at the CME. DP. SFB 649. Humboldt Universität zu Berlin. Submitted. (with Odening, M., Ritter, M.)
• López Cabrera, B. (2013). State price densities implied from Weather Derivatives. DP. SFB 649. Humboldt Universität zu Berlin. Submitted. (with Härdle, W. and Teng, W.)

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