Weather Derivatives : Modeling and Pricing Weather-Related Risk

by Antonis Alexandridis K., Achilleas D. Zapranis

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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Year of publication:	2013
Authors:	Alexandridis K., Antonis
Other Persons:	Zapranis, Achilleas (contributor)
Publisher:	New York, NY : Springer
Subject:	Wetter \| Weather \| Derivat \| Derivative \| Risiko \| Risk \| Optionspreistheorie \| Option pricing theory \| Risikomanagement \| Risk management \| Derivat <Wertpapier> \| Bewertung \| Modellierung
Description of contents:	Description [swbplus.bsz-bw.de]

Extent:	Online-Ressource (XV, 300 p. 62 illus., 55 illus. in color, digital)
Series:	SpringerLink / Bücher
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based upon print version of record 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.
ISBN:	978-1-4614-6071-8 ; 978-1-4614-6070-1
Other identifiers:	10.1007/978-1-4614-6071-8 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014016319