Picture 1 of 1
Stock photo
Picture 1 of 1
Stock photo
Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations by Anders Brix, Stephen Jewson (Paperback, 2010)
WeBuyBooks (2394428)
99.4% positive feedback
Price:
GBP 31.29
ApproximatelyPHP 2,320.35
+ 15.00 shipping
Returns:
30 days return. Buyer pays for return shipping. If you use an eBay shipping label, it will be deducted from your refund amount.
Condition:
Oops! Looks like we're having trouble connecting to our server.
Refresh your browser window to try again.
About this product
Product Information
Originally published in 2005, Weather Derivative Valuation covers all the meteorological, statistical, financial and mathematical issues that arise in the pricing and risk management of weather derivatives. There are chapters on meteorological data and data cleaning, the modelling and pricing of single weather derivatives, the modelling and valuation of portfolios, the use of weather and seasonal forecasts in the pricing of weather derivatives, arbitrage pricing for weather derivatives, risk management, and the modelling of temperature, wind and precipitation. Specific issues covered in detail include the analysis of uncertainty in weather derivative pricing, time-series modelling of daily temperatures, the creation and use of probabilistic meteorological forecasts and the derivation of the weather derivative version of the Black-Scholes equation of mathematical finance. Written by consultants who work within the weather derivative industry, this book is packed with practical information and theoretical insight into the world of weather derivative pricing.Product Identifiers
PublisherCambridge University Press, Christine Ziehmann
ISBN-139780521142281
eBay Product ID (ePID)201423887
Product Key Features
Number of Pages392 Pages
Publication NameWeather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations
LanguageEnglish
SubjectEconomics, Finance
Publication Year2010
TypeTextbook
AuthorAnders Brix, Stephen Jewson
FormatPaperback
Dimensions
Item Height244 mm
Item Weight620 g
Item Width170 mm
Additional Product Features
Country/Region of ManufactureUnited Kingdom
Title_AuthorAnders Brix, Stephen Jewson
Be the first to write a review
