Weather Derivatives: Modeling and Pricing Weather-Related Risk
Author:   Antonis Alexandridis K. ,  Achilleas D. Zapranis
Publisher:   Springer-Verlag New York Inc.
Edition:   2013 ed.
ISBN:  

9781461460701


Pages:   300
Publication Date:   29 November 2012
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Weather Derivatives: Modeling and Pricing Weather-Related Risk


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Author:   Antonis Alexandridis K. ,  Achilleas D. Zapranis
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   2013 ed.
Dimensions:   Width: 15.50cm , Height: 2.30cm , Length: 23.50cm
Weight:   5.974kg
ISBN:  

9781461460701


ISBN 10:   1461460700
Pages:   300
Publication Date:   29 November 2012
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

​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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