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Modeling And Pricing In Financial Markets For Weather Derivatives (Advanced Series On Statistical Science And Applied Probability Book 17)

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Description: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. Financial Markets for Weather Statistics of Data Description and Exploratory AnalysisSpatial-Temporal Modelling Weather Continuous-Time Models for Temperature and Wind SpeedPricing of Forward Contracts on Temperature and Wind SpeedExtensions of Temperature and Wind Speed ModelsOptions on Temperature and WindPrecipitation DerivativesUtility-Based Approaches to Pricing Weather Derivatives Researchers in mathematical/quantitative finance, environmental/energy economics.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Modeling And Pricing In Financial Markets For Weather Derivatives (Advanced Series On Statistical Science And Applied Probability Book 17). To get started finding Modeling And Pricing In Financial Markets For Weather Derivatives (Advanced Series On Statistical Science And Applied Probability Book 17), you are right to find our website which has a comprehensive collection of manuals listed.
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ISBN: 9814401862

Description: 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. Financial Markets for Weather Statistics of Data Description and Exploratory AnalysisSpatial-Temporal Modelling Weather Continuous-Time Models for Temperature and Wind SpeedPricing of Forward Contracts on Temperature and Wind SpeedExtensions of Temperature and Wind Speed ModelsOptions on Temperature and WindPrecipitation DerivativesUtility-Based Approaches to Pricing Weather Derivatives Researchers in mathematical/quantitative finance, environmental/energy economics.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Modeling And Pricing In Financial Markets For Weather Derivatives (Advanced Series On Statistical Science And Applied Probability Book 17). To get started finding Modeling And Pricing In Financial Markets For Weather Derivatives (Advanced Series On Statistical Science And Applied Probability Book 17), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Modeling And Pricing In Financial Markets For Weather Derivatives (Advanced Series On Statistical Science And Applied Probability Book 17)

Modeling And Pricing In Financial Markets For Weather Derivatives (Advanced Series On Statistical Science And Applied Probability Book 17)

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