MODELING AND PRICING IN FINANCIAL MARKETS FOR WEATHER DERIVATIVES / by Fred Espen Benth (University of Oslo, Norway) & Jūrate Šaltytė Benth (University of Oslo, Norway).

Author/creator Benth, Fred Espen, 1969-
Other author Saltyte Benth, Jurate.
Format Electronic
Publication InfoNew Jersey : World Scientific, [2013]
Descriptionxi, 242 pages : illustrations ; 25 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

SeriesAdvanced Series on Statistical Science and Applied Probability ; Vol. 17
Contents Preface -- Financial markets for weather -- Data description and exploratory analysis -- Spatial-temporal modelling -- Continuous-time models of temperature and wind speed -- Pricing of forward contracts on temperature and wind speed -- Extensions of temperature and wind speed models -- Precipitation derivatives -- Utility-based approaches to pricing weather derivatives -- Appendix a list of abbreviations -- Bibliography -- Index.
Bibliography noteIncludes bibliographical references (pages 231-239) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2012026661
ISBN9789814401845 (hard cover : alk. paper)

Availability

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