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:

1. Get data into MATLAB using a REST API.
2. Clean and analyze the temperature timeseries.
3. Model the temperature using a linear model for the deterministic part and an arma/garch process for the volatility.
4. Forecast the temperature and price of a weather option.