Articoli correlati a Challenging the Oldest Risk on Earth: A non-structural...
Challenging the Oldest Risk on Earth: A non-structural time-series approach to quantify weather risk - Brossura
Sinossi
The main objective of this research is to price temperature-related weather derivatves independent of location and payoff structure. We use historical weather data to make distributional forecasts for 10 different weather locations in Germany. Error terms of our forecasts are bootstraped from the empricial distribution to incorporate the non- normality of weather surprises. Explicit pricing dynamics of our model are analysed, along with a discussion on indifference pricing.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
L'autore
Paul Gebhardt is a PhD candidate in Finance at WHU ? Otto Beisheim School of Management. He holds a Master?s degree in Financial Economics from Maastricht University with a major in quantitative finance and econometrics.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Risultati della ricerca per Challenging the Oldest Risk on Earth: A non-structural...
Immagini fornite dal venditore
Challenging the Oldest Risk on Earth
Editore:
LAP LAMBERT Academic Publishing Jan 2011, 2011
ISBN 10: 3843391947
ISBN 13: 9783843391948
Nuovo
Taschenbuch
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The main objective of this research is to price temperature-related weather derivatves independent of location and payoff structure. We use historical weather data to make distributional forecasts for 10 different weather locations in Germany. Error terms of our forecasts are bootstraped from the empricial distribution to incorporate the non- normality of weather surprises. Explicit pricing dynamics of our model are analysed, along with a discussion on indifference pricing. 60 pp. Englisch. Codice articolo 9783843391948
Compra nuovo
EUR 49,00
Spedizione EUR 23,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili
Immagini fornite dal venditore
Challenging the Oldest Risk on Earth : A non-structural time-series approach to quantify weather risk
Editore:
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3843391947
ISBN 13: 9783843391948
Nuovo
Taschenbuch
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The main objective of this research is to price temperature-related weather derivatves independent of location and payoff structure. We use historical weather data to make distributional forecasts for 10 different weather locations in Germany. Error terms of our forecasts are bootstraped from the empricial distribution to incorporate the non- normality of weather surprises. Explicit pricing dynamics of our model are analysed, along with a discussion on indifference pricing. Codice articolo 9783843391948
Compra nuovo
EUR 49,59
Spedizione EUR 35,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Challenging the Oldest Risk on Earth
Editore:
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3843391947
ISBN 13: 9783843391948
Nuovo
Brossura
Da: moluna, Greven, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 5469012
Compra nuovo
EUR 41,05
Spedizione EUR 48,99
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Challenging the Oldest Risk on Earth
Editore:
LAP LAMBERT Academic Publishing Jan 2011, 2011
ISBN 10: 3843391947
ISBN 13: 9783843391948
Nuovo
Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The main objective of this research is to price temperature-related weather derivatves independent of location and payoff structure. We use historical weather data to make distributional forecasts for 10 different weather locations in Germany. Error terms of our forecasts are bootstraped from the empricial distribution to incorporate the non- normality of weather surprises. Explicit pricing dynamics of our model are analysed, along with a discussion on indifference pricing.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 60 pp. Englisch. Codice articolo 9783843391948
Compra nuovo
EUR 49,00
Spedizione EUR 60,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Challenging the Oldest Risk on Earth | A non-structural time-series approach to quantify weather risk
Editore:
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3843391947
ISBN 13: 9783843391948
Nuovo
Taschenbuch
Da: preigu, Osnabrück, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Challenging the Oldest Risk on Earth | A non-structural time-series approach to quantify weather risk | Paul Gebhardt | Taschenbuch | 60 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783843391948 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. Codice articolo 107138976
Compra nuovo
EUR 43,40
Spedizione EUR 70,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 5 disponibili