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Modeling and Pricing in Financial Markets for Weather Derivatives: 17 (Advanced Series on Statistical Science and Applied Probability)

Fred Espen Benth, Jūratė Šaltytė Benth




[PDF.kr95] Modeling and Pricing in Financial Markets for Weather Derivatives: 17 (Advanced Series on Statistical Science and Applied Probability)

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 | #2406890 in eBooks |  2012-10-04 |  2012-10-04 | File type: PDF

|| |"The monograph will also be useful for those dealing with energy markets, agriculture, insurance and financial engineering, and will stimulate further research in this important direction." --Anatoliy Swishchuk, University of Calgary |

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 dynam...

You can specify the type of files you want, for your device.Modeling and Pricing in Financial Markets for Weather Derivatives: 17 (Advanced Series on Statistical Science and Applied Probability)   |  Fred Espen Benth, Jūratė Šaltytė Benth. I really enjoyed this book and have already told so many people about it!

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