# Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations

## Jewson, Stephen; Brix, Anders

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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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Recensione:

Review of the hardback: 'Weather Derivative Valuation draws on both finance and meteorology, with a healthy dose of mathematics and statistics, to provide the practitioner with a comprehensive guide to the various methods for pricing and hedging weather derivative contracts. While no perfect model may exist, Jewson and Brix give the reader the background necessary to make informed choices between competing techniques.' William Gebhardt, Merrill Lynch

Review of the hardback: 'The weather derivatives market is exciting, dynamic and growing. This book is the most complete treatment I have seen of the many issues surrounding valuation of weather derivatives, starting from the basic principles, and then covering all the bases including meteorological data analysis, pricing, portfolio management, incorporation of forecasts and risk management. As a practitioner in the market, I found this book comprehensive and excellently written. Jewson and Brix have taken a complex subject and made it both interesting to read and easy to understand. I would have no hesitation in recommending it to others, both experts in the field and those approaching the subject for the first time.' Gearóid Lane, Centrica

Review of the hardback: 'The book covers all of the latest topics in weather derivative pricing, valuation and risk management in a way that is rigorous, and yet also accessible to the non-mathematician. Highly recommended for all involved in weather derivatives, whether they are hedgers, traders, investors, marketers or risk managers.' Martin Jones, Chief Investment Officer, Coriolis Capital Limited

Descrizione del libro:

Covers the meteorological, statistical, financial and mathematical issues that arise in the pricing and risk management of weather derivatives. Written by consultants who work within the weather derivative industry, this book, first published in 2005, is packed with practical information and theoretical insight into the world of weather derivative pricing.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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## 1.Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations (Paperback)

Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2010)
ISBN 10: 0521142288 ISBN 13: 9780521142281
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2010. Paperback. Condizione libro: New. 239 x 170 mm. Language: English . Brand New Book ***** Print on Demand *****.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. Codice libro della libreria AAV9780521142281

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## 2.Weather Derivative Valuation

Editore: Cambridge University Press (2010)
ISBN 10: 0521142288 ISBN 13: 9780521142281
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Descrizione libro Cambridge University Press, 2010. PAP. Condizione libro: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria LQ-9780521142281

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## 3.Weather Derivative Valuation

Editore: Cambridge University Press (2010)
ISBN 10: 0521142288 ISBN 13: 9780521142281
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Descrizione libro Cambridge University Press, 2010. PAP. Condizione libro: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria I2-9780521142281

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## 4.Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations (Paperback)

Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2010)
ISBN 10: 0521142288 ISBN 13: 9780521142281
Nuovi Paperback Quantità: 10
Print on Demand
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Valutazione libreria

Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2010. Paperback. Condizione libro: New. 239 x 170 mm. Language: English . Brand New Book ***** Print on Demand *****. 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. Codice libro della libreria AAV9780521142281

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## 5.Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations

Editore: Cambridge University Press (2016)
ISBN 10: 0521142288 ISBN 13: 9780521142281
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Descrizione libro Cambridge University Press, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780521142281_lsuk

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## 6.Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations

Editore: Cambridge Univ Pr (2010)
ISBN 10: 0521142288 ISBN 13: 9780521142281
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Descrizione libro Cambridge Univ Pr, 2010. Paperback. Condizione libro: Brand New. 1st edition. 373 pages. 9.25x6.50x0.75 inches. In Stock. Codice libro della libreria __0521142288

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## 7.Weather Derivative Valuation

ISBN 10: 0521142288 ISBN 13: 9780521142281
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Descrizione libro 2010. Paperback. Condizione libro: NEW. 9780521142281 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0448247

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## 8.Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations

Editore: Cambridge University Press 2010-06-10 (2010)
ISBN 10: 0521142288 ISBN 13: 9780521142281
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Descrizione libro Cambridge University Press 2010-06-10, 2010. Condizione libro: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Codice libro della libreria NU-ING-00926332

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## 9.Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations

Editore: Cambridge University Press (2017)
ISBN 10: 0521142288 ISBN 13: 9780521142281
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Descrizione libro Cambridge University Press, 2017. Paperback. Condizione libro: New. This item is printed on demand. Codice libro della libreria 0521142288

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## 10.Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations

Editore: Cambridge University Press (2010)
ISBN 10: 0521142288 ISBN 13: 9780521142281
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Descrizione libro Cambridge University Press, 2010. Paperback. Condizione libro: New. Codice libro della libreria INGM9780521142281

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