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

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9780521142281: Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations

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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Book Description:

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 2005 book is packed with practical information and theoretical insight into the world of weather derivative pricing.

About the Author:

Stephen Jewson works for a financial consultancy where he manages a group that produces commercial software and meteorological data for the weather derivative industry. He has published a large number of articles in the fields of fundamental climate research, applied meteorology and weather derivatives.

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

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Stephen Jewson, Anders Brix
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. 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.

Stephen Jewson, Anders Brix
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2010)
ISBN 10: 0521142288 ISBN 13: 9780521142281
Nuovi Paperback Quantità: 10
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2010. Paperback. Condizione libro: New. 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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Jewson, Stephen
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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Jewson, Stephen
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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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STEPHEN JEWSON , ANDERS BRIX , WITH CONTRIBUTIONS BY CHRISTINE ZIEHMANN
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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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 IQ-9780521142281

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Jewson, Stephen; Brix, Anders; Ziehmann, Christine [Contributor]
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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Stephen Jewson
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Descrizione libro Cambridge University Press. Paperback. Condizione libro: New. Paperback. 392 pages. Dimensions: 9.4in. x 6.7in. x 0.9in.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. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Codice libro della libreria 9780521142281

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Jewson, Stephen
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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Stephen Jewson, Anders Brix, Christine Ziehmann (Contributor)
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. 1. Codice libro della libreria DADAX0521142288

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