Modeling And Pricing In Financial Markets For Weather Derivatives

Name: Modeling And Pricing In Financial Markets For Weather Derivatives
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789814401845
Price: 37096 HUF
Availability: InStock

Szerző: Fred Espen Benth

Nyelv:

Kötés: Kemény kötésű

Kiadó: World Scientific Publishing Co Pte Ltd

Elérhetőség: Beszállítói készleten

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"Weather Derivatives" provide a tool for weather risk management, and the markets for these exotic f...

Információk a könyvről

Szerző

Fred Espen Benth

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2012

oldal

256

EAN

9789814401845

ISBN

9814401846

Enbook ID

01231532

Kiadó

World Scientific Publishing Co Pte Ltd

Súly

516

Méretek

158 x 237 x 17

Teljes leírás

"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 contracts on temperature, wind and rain. Based on a deep statistical analysis of weather factors, sophisticated stochastic processes are introduced modeling the time and space dynamics. Applying ideas from the modern theory of mathematical finance, weather derivatives are priced, and questions of hedging analyzed. The treatise contains an in-depth analysis of typical weather contracts traded at the Chicago Mercantile Exchange (CME), including so-called CDD and HDD futures. The statistical analysis of weather variables are based on a large data set from Lithuania. The monograph includes the research done by the authors over the last decade on weather markets. Their work has gained considerable attention, and has been applied in many contexts.

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Modeling And Pricing In Financial Markets For Weather Derivatives

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