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Weather Derivatives: Modeling and Pricing Weather-Related Risk

Publisher: 
Springer
Number of Pages: 
300
Price: 
179.00
ISBN: 
9781461460701
Date Received: 
Thursday, January 10, 2013
Reviewable: 
No
Include In BLL Rating: 
No
Antonis K. Alexandridis and Achilleas D. Zapranis
Publication Date: 
2013
Format: 
Hardcover
Category: 
Monograph

​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.

Publish Book: 
Modify Date: 
Thursday, January 10, 2013

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