Weather derivative valuation : the meteorological,...

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Books Books Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations (2007) - Jewson, Stephen
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Collection: Books

Title: Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations / Stephen Jewson, Anders Brix

Edition: reimp

Publication: Cambridge : Cambridge University Press, 2007

Physical description: XVII, 373 p. ; 25 cm.

Notes: Sumario: Weather derivatives and the weather derivatives market -- Data cleaning and trends -- The valuation of single contracts using burn analysis -- The valuation of single contracts using index modelling -- Further topics in the valuation of single contracts -- The valuation of single contracts using daily modelling -- Modelling portfolios -- Managing portfolios -- An introduction to meteorological forecasts -- The use of meteorological forecasts in pricing -- Arbitrage pricing models -- Risk management -- Modelling non-temperature data

Other authors: Brix, Anders Icono con lupa

Other categories: 842

Standard numbers: ISBN 978-0-521-84371-3

Holdings:

FUNDACIÓN MAPFRE. Centro de Documentación — Ubicación: Signature: MAP — Signature: Signature: 842
      JEW WEA — Record number: Nº
      de registro: 048850 — Código de barras:

Loan: AvailableAvailable