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by Ha Yiu Cheung, Albert. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1988. / Bibliography: leaves 90-94.

Yeung Yun Sing Samson. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. / Includes bibliographical references (leaves 64-67). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Background --- p.5 / Chapter 2.1 --- Applicability of Weather Derivative in Hong Kong: The Recre- ation Industry --- p.7 / Chapter 2.2 --- Types of Weather Risk --- p.9 / Chapter 3 --- Literature Review --- p.12 / Chapter 4 --- Basic Model --- p.17 / Chapter 4.1 --- Notations --- p.18 / Chapter 4.2 --- Assumptions --- p.21 / Chapter 4.3 --- The Profit Model --- p.22 / Chapter 5 --- Fundamental Analysis --- p.25 / Chapter 5.1 --- Sales Profit Analysis --- p.25 / Chapter 5.2 --- Option Analysis --- p.27 / Chapter 5.3 --- Profit Function Reformulation --- p.30 / Chapter 6 --- Objectivel: Lexicographic Optimization --- p.35 / Chapter 6.1 --- Equivalence between Lexicographic Optimization and Expected Utility Maximization --- p.38 / Chapter 6.2 --- Minimizing the Conditional Profit Variance given Q* --- p.39 / Chapter 6.3 --- Numerical Examples --- p.42 / Chapter 6.3.1 --- Convexity of conditional profit variance --- p.42 / Chapter 6.3.2 --- Correlation between Q* & N* --- p.47 / Chapter 7 --- Objective2: Mean-Variance Optimization --- p.52 / Chapter 7.1 --- Numerical Examples --- p.59 / Chapter 8 --- Conclusion and Future Work --- p.61 / Bibliography --- p.64 / Chapter A --- Weather Option Pricing --- p.68 / Chapter B --- Infeasibility of Perfect Hedge --- p.70

Wang Tong. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 59-61). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Literature Review --- p.9 / Chapter 3 --- Evaluation of Cost and Service --- p.13 / Chapter 3.1 --- Preliminaries --- p.13 / Chapter 3.2 --- Evaluation --- p.15 / Chapter 3.2.1 --- Cost Function --- p.15 / Chapter 3.2.2 --- Expression of Time-window Ready Rate --- p.16 / Chapter 4 --- Optimization of the Inventory Policy --- p.19 / Chapter 4.1 --- "Monotonicity of Cost C(s, S)" --- p.19 / Chapter 4.2 --- Optimization Algorithms - Case(i) --- p.20 / Chapter 4.3 --- Optimization Algorithm ´ؤ Case(ii) --- p.27 / Chapter 5 --- Heuristic Method for Case(ii) --- p.30 / Chapter 5.1 --- Approximation of Q(S) --- p.30 / Chapter 5.2 --- Algorithm --- p.33 / Chapter 6 --- Comparison with the ADI Model --- p.34 / Chapter 6.1 --- The ADI Model --- p.35 / Chapter 6.1.1 --- Cost Function --- p.35 / Chapter 6.1.2 --- Service Rate --- p.37 / Chapter 6.1.3 --- Optimal Policy --- p.37 / Chapter 6.2 --- Numerical Comparison --- p.37 / Chapter 7 --- Numerical Experiments --- p.40 / Chapter 7.1 --- Cost Impact --- p.40 / Chapter 7.1.1 --- Cost Impact of Ready Rate --- p.41 / Chapter 7.1.2 --- Cost Impact of Time-window --- p.41 / Chapter 7.1.3 --- Cost Impact of Other Parameters --- p.45 / Chapter 7.2 --- Performance of the Algorithms --- p.46 / Chapter 7.3 --- Numerical Study of Heuristic --- p.48 / Chapter 8 --- Conclusion --- p.50 / Chapter A --- Some omitted proofs --- p.52 / Chapter A.1 --- Proof of Lemma 1 --- p.52 / Chapter A.2 --- Proof of Lemma 10 --- p.53 / Chapter A.3 --- Proof of Lemma 12 --- p.55 / Chapter A.4 --- Proof of Lemma 15 --- p.56 / Bibliography --- p.61

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