Modeling and pricing in financial markets for weather derivatives
Fred Espen Benth; Jūratė S̆altytė Benth
| Year of publication: |
2013
|
|---|---|
| Authors: | Benth, Fred Espen ; Saltyte Benth, Jurate |
| Publisher: |
Singapore [u.a.] : World Scientific Publ. |
| Subject: | Wetter | Weather | Derivat | Derivative | Risiko | Risk | Prognoseverfahren | Forecasting model | Ökonometrisches Modell | Econometric model | Derivat <Wertpapier> | Preisbildung |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XI, 242 S. graph. Darst. |
|---|---|
| Series: | Advanced series on statistical science & applied probability. - Hackensack, NJ [u.a.] : World Scientific, ISSN 1793-091X, ZDB-ID 1432449-0. - Vol. 17 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index Preface -- Financial markets for weather -- Data description and exploratory analysis -- Spatial-temporal modelling -- Continuous-time models of 66temperature and wind speed -- Pricing of forward contracts on temperature and wind speed -- Extensions of temperature and wind speed models -- Precipitation derivatives -- Utility-based approaches to pricing weather derivatives -- Appendix a list of abbreviations -- Bibliography -- Index. |
| ISBN: | 978-981-4401-84-5 ; 978-981-4401-84-5 ; 981-440184-6 |
| Classification: | Meteorologie: Sonstiges |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009718581