E-book
Weather Derivatives [electronic resource] : Modeling and Pricing Weather-Related Risk / by Antonis Alexandridis K., Achilleas D. Zapranis.
Record details
- ISBN: 9781461460718
- Physical Description: XV, 300 p. 62 illus., 55 illus. in color. online resource.
- Publisher: New York, NY : Springer New York : 2013.
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| Subject: | Economics. Finance. Economics > Statistics. Economics/Management Science. Finance/Investment/Banking. Quantitative Finance. Statistics for Business/Economics/Mathematical Finance/Insurance. |
Electronic resources
| âThe 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. |
