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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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Jewson, Stephen
Otros Autores: Brix, Anders
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, 2005.
Temas:
Acceso en línea:Texto completo
Descripción
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.
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
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9781107140660
0511121970
9780511121975
0511198396
9780511198397
0511324332
9780511324338