Description

Book 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.

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. Introduction to wind derivatives.- Precipitation Derivatives a. Introduction.- Rainfall Derivatives.- Snow Derivatives.- Appendix A.- Appendix B.- Index.- References.

Weather Derivatives Modeling and Pricing

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    A Hardback by Antonis Alexandridis K., Achilleas D. Zapranis

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      Publisher: Springer New York
      Publication Date: 11/29/2012 12:00:00 AM
      ISBN13: 9781461460701, 978-1461460701
      ISBN10: 1461460700

      Description

      Book 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.

      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. Introduction to wind derivatives.- Precipitation Derivatives a. Introduction.- Rainfall Derivatives.- Snow Derivatives.- Appendix A.- Appendix B.- Index.- References.

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