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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...
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Singapore ; New Jersey :
World Scientific,
2013.
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| Series: | Advanced series on statistical science & applied probability ;
v. 17. |
| Subjects: | |
| Online Access: | Texto completo |
Table of Contents:
- 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.