Weather Derivative Valuation 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Jewson, Stephen/ Brix, Anders 作者

Cambridge Univ Pr

譯者

2005-4 出版日期

390 頁數

$ 124.30 價格

HRD

叢書系列

9780521843713 圖書編碼

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發表於2024-11-13

Weather Derivative Valuation 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Weather Derivative Valuation 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Weather Derivative Valuation 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Weather Derivative Valuation 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Weather Derivative Valuation 在線電子書圖書描述

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.

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