Isbn: 9789814401845 - Modeling and Pricing in Financial Markets for Weather Derivatives (advanced Stat Sci & Applied Probability) (13 results)
Language: English
Published by World Scientific Publishing Company, 2012
Series: Book 1 of 6 - Advanced Series on Statistical Science and Applied Probability
- Hardcover
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Published by World Scientific Publishing Co Pte Ltd, 2012
Series: Book 1 of 6 - Advanced Series on Statistical Science and Applied Probability
- Hardcover
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Published by World Scientific Publishing Co Pte Ltd, 2012
Series: Book 1 of 6 - Advanced Series on Statistical Science and Applied Probability
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Published by World Scientific Publishing Company, 2012
Series: Book 1 of 6 - Advanced Series on Statistical Science and Applied Probability
- Hardcover
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Published by World Scientific Publishing Company, 2012
Series: Book 1 of 6 - Advanced Series on Statistical Science and Applied Probability
- Hardcover
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Published by World Scientific Publishing Company, 2012
Series: Book 1 of 6 - Advanced Series on Statistical Science and Applied Probability
- Hardcover
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Published by World Scientific Publishing Company, 2012
Series: Book 1 of 6 - Advanced Series on Statistical Science and Applied Probability
- Hardcover
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Published by World Scientific Publishing Co Pte Ltd, SG, 2012
Series: Book 1 of 6 - Advanced Series on Statistical Science and Applied Probability
- Hardcover
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Hardback. Condition: New. Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial contracts on temperature, wind and rain. Based on a deep statistical analysis of weather factors, sophisticated stochastic processes are introduced modeling the time and space dynamics. Applying ideas from the modern theory of mathematical finance, weather derivatives are priced, and questions of hedging analyzed. The treatise contains an in-depth analysis of typical weather contracts traded at the Chicago Mercantile Exchange (CME), including so-called CDD and HDD futures. The statistical analysis of weather variables is based on a large data set from Lithuania. The monograph includes the research done by the authors over the last decade on weather markets. Their work has gained considerable attention, and has been applied in many contexts. …
Language: English
Published by World Scientific Publishing Company, 2012
Series: Book 1 of 6 - Advanced Series on Statistical Science and Applied Probability
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Published by World Scientific Pub Co Inc, 2012
Series: Book 1 of 6 - Advanced Series on Statistical Science and Applied Probability
- Hardcover
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Hardcover. Condition: Brand New. 242 pages. 9.00x6.00x0.75 inches. In Stock.
Language: English
Published by World Scientific Publishing Co Pte Ltd, SG, 2012
Series: Book 1 of 6 - Advanced Series on Statistical Science and Applied Probability
- Hardcover
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Hardback. Condition: New. Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial contracts on temperature, wind and rain. Based on a deep statistical analysis of weather factors, sophisticated stochastic processes are introduced modeling the time and space dynamics. Applying ideas from the modern theory of mathematical finance, weather derivatives are priced, and questions of hedging analyzed. The treatise contains an in-depth analysis of typical weather contracts traded at the Chicago Mercantile Exchange (CME), including so-called CDD and HDD futures. The statistical analysis of weather variables is based on a large data set from Lithuania. The monograph includes the research done by the authors over the last decade on weather markets. Their work has gained considerable attention, and has been applied in many contexts. …
Modeling and Pricing in Financial Markets for Weather Derivatives
Benth, Fred Espen|Benth, Jurate Saltyte|Saltyte-Benth, Jurate
Language: English
Published by World Scientific Publishing Company, 2012
Series: Book 1 of 6 - Advanced Series on Statistical Science and Applied Probability
- Hardcover
- Print on Demand
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a tool for weather risk management and the markets for these exotic financial products are gradually emerging in size and importance. This title presents an analysis of such weather derivatives, including financial contracts on temperature, wind an.…
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Published by World Scientific, 2012
Series: Book 1 of 6 - Advanced Series on Statistical Science and Applied Probability
- Hardcover
- Print on Demand
Seller: preigu, Osnabrück, Germanypreigu
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Buch. Condition: Neu. MODEL & PRIC FINAN MARKET WEATHER DERIVA | Benth Fred Espen | Buch | Gebunden | Englisch | 2012 | World Scientific | EAN 9789814401845 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
