國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁 到查詢結果 [ subject:"Weather derivatives." ]

切換: 標籤 | MARC模式 | ISBD

Modeling and pricing in financial ma...

Benth, Fred Espen, (1969-)

Modeling and pricing in financial markets for weather derivatives

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Modeling and pricing in financial markets for weather derivativesFred Espen Benth, Jūrate Šaltytė Benth.
作者:	Benth, Fred Espen,
其他作者:	Saltyte Benth, Jurate.
出版者:	Singapore ;World Scientific,2013.
面頁冊數:	1 online resource (xi, 242 p.) :ill.
標題:	Weather derivatives.
電子資源:	http://www.worldscientific.com/worldscibooks/10.1142/8457#t=toc
ISBN:	9789814401852 (electronic bk.)

Modeling and pricing in financial markets for weather derivatives
Benth, Fred Espen,1969-

Modeling and pricing in financial markets for weather derivatives[electronic resource] /Fred Espen Benth, Jūrate Šaltytė Benth. - Singapore ;World Scientific,2013. - 1 online resource (xi, 242 p.) :ill. - Advanced series on statistical science & applied probability ;vol. 17. - Advanced series on statistical science & applied probability ;v. 5..

Includes bibliographical references and index.

"Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial contracts on temperature, wind and rain. Based on a deep statistical analysis of weather factors, sophisticated stochastic processes are introduced modeling the time and space dynamics. Applying ideas from the modern theory of mathematical finance, weather derivatives are priced, and questions of hedging analyzed. The treatise contains an in-depth analysis of typical weather contracts traded at the Chicago Mercantile Exchange (CME), including so-called CDD and HDD futures. The statistical analysis of weather variables is based on a large data set from Lithuania.The monograph includes the research done by the authors over the last decade on weather markets. Their work has gained considerable attention, and has been applied in many contexts"--Provided by publisher.

ISBN: 9789814401852 (electronic bk.)Subjects--Topical Terms:

324126
Weather derivatives.
Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HG6052 / .B46 2013eb

Dewey Class. No.: 332.6457

Modeling and pricing in financial markets for weather derivatives
LDR:02200cmm a2200289Ia 4500 001 405468
006 m o d
007 cr |n|---|||||
008 140120s2012 si a ob 001 0 eng d
020 $a 9789814401852 (electronic bk.)
020 $a 9814401854 (electronic bk.)
020 $a 9781283850780
020 $a 1283850788
020 $z 9789814401845 (hard cover : alk. paper)
020 $z 9814401846 (hard cover : alk. paper)
035 $a ocn821180509
040 $a MERUC $b eng $c MERUC $d OCLCO $d MHW $d IDEBK $d WAU $d DEBSZ
049 $a FISA
050 0 0 $a HG6052 $b .B46 2013eb
082 0 4 $a 332.6457
100 1 $a Benth, Fred Espen, $d 1969- $3 647780
245 1 0 $a Modeling and pricing in financial markets for weather derivatives $h [electronic resource] / $c Fred Espen Benth, Jūrate Šaltytė Benth.
260 $a Singapore ; $a New Jersey : $b World Scientific, $c 2013.
300 $a 1 online resource (xi, 242 p.) : $b ill.
490 1 $a Advanced series on statistical science & applied probability ; $v vol. 17
504 $a Includes bibliographical references and index.
520 $a "Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial contracts on temperature, wind and rain. Based on a deep statistical analysis of weather factors, sophisticated stochastic processes are introduced modeling the time and space dynamics. Applying ideas from the modern theory of mathematical finance, weather derivatives are priced, and questions of hedging analyzed. The treatise contains an in-depth analysis of typical weather contracts traded at the Chicago Mercantile Exchange (CME), including so-called CDD and HDD futures. The statistical analysis of weather variables is based on a large data set from Lithuania.The monograph includes the research done by the authors over the last decade on weather markets. Their work has gained considerable attention, and has been applied in many contexts"--Provided by publisher.
588 $a Description based on print version record.
650 0 $a Weather derivatives. $3 324126
650 0 $a Stocks $x Prices. $3 204557
655 0 $a Electronic books. $2 local. $3 214472
700 1 $a Saltyte Benth, Jurate. $3 647781
830 0 $a Advanced series on statistical science & applied probability ; $v v. 5. $3 439731
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/8457#t=toc