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25 Remote Warehouse Mathematics- Modeling

Weather Derivatives: Modeling and Pricing Weather-Related Risk

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Weather Derivatives: Modeling and Pricing Weather-Related Risk Cover

 

Synopses & Reviews

Publisher Comments:

​Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to minimize risk associated with adverse or unexpected weather conditions. Just as traditional contingent claims, a weather derivative has an underlying measure, such as: rainfall, wind, snow or temperature.

Synopsis:

This in-depth analysis of financial products that are traded in the weather market links the mathematical aspects of weather variable modeling to markets and the pricing of weather derivatives, and offers strategies for hedging against weather-related risk.

Synopsis:

Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to minimize risk associated with adverse or unexpected weather conditions. Just as traditional contingent claims, a weather derivative has an underlying measure, such as: rainfall, wind, snow or temperature.

Table of Contents

​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.

Product Details

ISBN:
9781461460701
Author:
Alexandridis, Antonios
Publisher:
Springer
Author:
Zapranis, Achilleas
Author:
Zapranis, Achilleas D.
Author:
Alexandridis, Antonis
Author:
Alexandridis K., Antonis
Author:
Antonis Alexandridis K.
Subject:
Finance
Subject:
Derivative Modeling
Subject:
Financial Markets
Subject:
Risk management
Subject:
Weather derivatives
Subject:
Weather Variables
Subject:
Finance/Investment/Banking
Subject:
Quantitative Finance
Subject:
Statistics for Business/Economics/Mathematical Finance/Insurance
Subject:
Mathematics-Modeling
Subject:
Climate Change Management and Policy
Copyright:
Edition Description:
2013
Publication Date:
20121130
Binding:
HARDCOVER
Language:
English
Pages:
315
Dimensions:
235 x 155 mm

Related Subjects

Business » Accounting and Finance
Business » General
Business » Management
Business » Writing
Science and Mathematics » Mathematics » Modeling
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Weather Derivatives: Modeling and Pricing Weather-Related Risk New Hardcover
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$190.25 In Stock
Product details 315 pages Springer - English 9781461460701 Reviews:
"Synopsis" by , This in-depth analysis of financial products that are traded in the weather market links the mathematical aspects of weather variable modeling to markets and the pricing of weather derivatives, and offers strategies for hedging against weather-related risk.
"Synopsis" by , Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to minimize risk associated with adverse or unexpected weather conditions. Just as traditional contingent claims, a weather derivative has an underlying measure, such as: rainfall, wind, snow or temperature.
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