An edition of MODELING AND PRICING IN FINANCIAL MARKETS FOR WEATHER DERIVATIVES
(2012)
MODELING AND PRICING IN FINANCIAL MARKETS FOR WEATHER DERIVATIVES
by Fred Espen Benth
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Publish Date
2012
Language
/languages/eng
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Subjects
Prices, Stocks, Weather derivatives, Stocks, prices, Derivative securities| Edition | Availability |
|---|---|
1
MODELING AND PRICING IN FINANCIAL MARKETS FOR WEATHER DERIVATIVES
2012
in /languages/eng
9814401846 9789814401845
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Book Details
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
Precipitation derivatives
Utility-based approaches to pricing weather derivatives
Appendix a list of abbreviations
Bibliography
Index.
Edition Notes
Includes bibliographical references and index.
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| August 3, 2020 | Edited by ImportBot | import existing book |
| August 1, 2012 | Created by LC Bot | import new book |