Items related to Weather Derivatives: Modeling and Pricing Weather-Related...
Synopsis
The weather derivatives market.- Introduction to Stochastic Calculus.- Handling the data.- Pricing approaches of temperature.- Modeling the daily average temperature.- Pricing temperature derivatives.- The use of meteorological forecasts.- The effects of the geographical and basis risk.- Pricing the power of the wind a. Introduction to wind derivatives.- Precipitation Derivatives a. Introduction.- Rainfall Derivatives.- Snow Derivatives.- Appendix A.- Appendix B.- Index.- References.
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- PublisherSpringer
- Publication date2012
- ISBN 10 1461460727
- ISBN 13 9781461460725
- BindingPaperback
- LanguageEnglish
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