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 Info | New Jersey : World Scientific, [2013] |
| Description | xi, 242 pages : illustrations ; 25 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Series | Advanced 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 note | Includes bibliographical references (pages 231-239) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2012026661 |
| ISBN | 9789814401845 (hard cover : alk. paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |