Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations /
Covers the meteorological, statistical, financial and mathematical issues that arise in the pricing and risk management of weather derivatives. Written by consultants who work within the weather derivative industry, this book is packed with practical information and theoretical insight into the worl...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Cambridge ; New York :
Cambridge University Press,
2005.
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Temas: | |
Acceso en línea: | Texto completo |
Sumario: | Covers the meteorological, statistical, financial and mathematical issues that arise in the pricing and risk management of weather derivatives. Written by consultants who work within the weather derivative industry, this book is packed with practical information and theoretical insight into the world of weather derivative pricing. |
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Descripción Física: | 1 online resource (xvii, 373 pages) : illustrations |
Bibliografía: | Includes bibliographical references (pages 360-368) and index. |
ISBN: | 0521843715 9780521843713 0511113498 9780511113499 051111298X 9780511112980 9780511493348 0511493347 128014923X 9781280149238 9780521142281 0521142288 1107140668 9781107140660 0511121970 9780511121975 0511198396 9780511198397 0511324332 9780511324338 |