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Weather Derivatives: Modeling and Pricing Weather-Related Risk [精装]
A. K. Alexandridis (作者), Achilleas Zapranis (作者)
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价格:	￥ 1,277.80                     免运费且可货到付款详情

图书描述
出版日期: 2012年11月29日
       Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to minimize risk associated with adverse or unexpected weather conditions. Just as traditional contingent claims, a weather derivative has an underlying measure, such as: rainfall, wind, snow or temperature.  Nearly $1 trillion of the U.S. economy is directly exposed to weather-related risk.  More precisely, almost 30% of the U.S. economy and 70% of U.S. companies are affected by weather.  The purpose of this monograph is to conduct an in-depth analysis of financial products that are traded in the weather market. Presenting a pricing and modeling approach for weather derivatives written on various underlying weather variables will help students, researchers, and industry professionals accurately price weather derivatives, and will provide strategies for effectively hedging against weather-related risk.  This book will link the mathematical aspects of the modeling procedure of weather variables to the financial markets and the pricing of weather derivatives. Very little has been published in the area of weather risk, and this volume will appeal to graduate-level students and researchers studying financial mathematics, risk management, or energy finance, in addition to investors and professionals within the financial services industry.

基本信息      

• 出版社: Springer-Verlag New York Inc.; 2013 (2012年11月29日)
• 精装: 300页
• 语种：英语
• ISBN: 1461460700
• 条形码: 9781461460701
• 商品尺寸: 23.6 x 15.7 x 2 cm
• 商品重量: 590 g
• ASIN: 1461460700
  

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关键词：derivatives Derivative Modeling WEATHER Related Weather

商品描述
目录
The weather derivatives market.- Introduction to Stochastic Calculus.- Handling the data.- Pricing approaches of temperature.- Modeling the daily average temperature.- Pricing temperature derivatives.- The use of meteorological forecasts.- The effects of the geographical and basis risk.- Pricing the power of the wind a. Introduction to wind derivatives.- Precipitation Derivatives a. Introduction.- Rainfall Derivatives.- Snow Derivatives.- Appendix A.- Appendix B.- Index.- References.

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