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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...
| 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 |
Tabla de Contenidos:
- Cover; Half-title; Title; Copyright; Contents; Figures; Tables; Acknowledgements; 1 Weather derivatives and the weather derivatives market; 1.1 Introduction; 1.2 Weather variables and indices; 1.3 Derivative pay-offs; 1.4 Principles of valuation; 1.5 The correlation between weather and the stock market; 1.6 Overview of contents; 1.7 Notes on citations; 1.8 Further reading; 2 Data cleaning and trends; 2.1 Data cleaning; 2.2 The sources of trends in meteorological data; 2.3 Removing trends in practice; 2.4 What kind of trend and how many years of historical data to use?; 2.5 Conclusions.