Weather & Climate Derivatives : Pricing, Hedging, and Basis Risk in Energy and Agricultural Markets

Language: English

Published by Amazon Digital Services LLC - Kdp Aug 2026, 2026

9798190129083

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Softcover

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Item description from seller

Neuware - Reactive PublishingUnprecedented climate variability and extreme weather events present significant financial exposure for energy producers, agricultural operations, and institutional investors. Weather & Climate Derivatives provides a rigorous, hands-on analysis of how non-catastrophic weather risks are quantified, priced, and hedged using financial contracts.Written for quantitative analysts, risk managers, and commodity traders, this comprehensive volume bridges the gap between meteorological data modeling and practical financial engineering.What You Will Learn: - Contract Structures: Detailed coverage of Heating Degree Day (HDD), Cooling Degree Day (CDD), Cumulative Precipitation, and index-based weather options and swaps.- Quantitative Pricing Models: Practical methodologies for valuing non-standard derivatives using historic meteorological data, burn analysis, daily temperature dynamics, and Monte Carlo simulations.- Basis Risk Mitigation: Strategies to identify, measure, and minimize geographical, structural, and volume basis risk between derivative hedges and physical exposures.- Sector-Specific Applications: Real-world case studies demonstrating hedging execution in power generation, natural gas distribution, renewable energy, and crop yield protection.- Risk Management Integration: Frameworks for integrating climate derivatives into broader corporate enterprise risk management (ERM) and portfolio strategies.Whether you are designing custom hedging solutions or managing exposure to volumetric risk, this text delivers the mathematical foundations and market conventions required to navigate the growing market for climate-linked financial instruments. …

Seller Inventory # 9798190129083

Title
Weather & Climate Derivatives : Pricing, Hedging, and Basis Risk in Energy and Agricultural Markets
Author
Oliver J Thatch
Publisher
Amazon Digital Services LLC - Kdp Aug 2026
Publication year
2026
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 13
9798190129083
Item weight
581 grams
Dimensions
229x152x30 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
First itemUS$ 39.04US$ 50.20
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AHA-BUCH GmbH

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Einbeck, Germany 37574