Modeling and Pricing in Financial Markets for Weather Derivatives.

Key Features:A rigorous stochastic modeling of weather factors like temperature, wind and rain based on continuous-time autoregressive processes and Lévy processesPricing of weather derivatives like futures and options based on modern mathematical finance theoryThis book is unique in combining sophisticated stochastic models with the modern theory of mathematical finance to weather derivatives. It provides a unified approach to weather markets.

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Year of publication:	2012
Authors:	Benth, Fred Espen
Other Persons:	Benth, Jurate Aealtyte (contributor)
Publisher:	Singapore : World Scientific Publishing Co Pte Ltd
Subject:	Derivat \| Derivative \| Wetter \| Weather \| Finanzmarkt \| Financial market \| Risiko \| Risk \| Theorie \| Theory \| Ökonometrisches Modell \| Econometric model \| Prognoseverfahren \| Forecasting model
Description of contents:	Description [zbmath.org]

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Extent:	1 online resource (255 pages)
Series:	Advanced Series on Statistical Science and Applied Probability Ser. ; v.17 Advanced series on statistical science and applied probability ; vol. 17
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources.
ISBN:	978-981-4401-85-2 ; 978-981-4401-84-5
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012690241