Cargando…
Modeling and pricing in financial markets for weather derivatives /
"Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial con...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore ; New Jersey :
World Scientific,
2013.
|
| Colección: | Advanced series on statistical science & applied probability ;
v. 17. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Preface
- Financial markets for weather
- Data description and exploratory analysis
- Spatial-temporal modelling
- Continuous-time models of temperature and wind speed
- Pricing of forward contracts on temperature and wind speed
- Extensions of temperature and wind speed models
- Options on temperature and wind
- Precipitation derivatives
- Utility-based approaches to pricing weather derivatives
- Appendix a list of abbreviations.