책 이미지
eBook 미리보기
책 정보
· 제목 : Weather Derivative Valuation : The Meteorological, Statistical, Financial and Mathematical Foundations (Hardcover)
· 분류 : 외국도서 > 경제경영 > 통계
· ISBN : 9780521843713
· 쪽수 : 392쪽
· 출판일 : 2005-03-10
· 분류 : 외국도서 > 경제경영 > 통계
· ISBN : 9780521843713
· 쪽수 : 392쪽
· 출판일 : 2005-03-10
목차
List of figures; List of tables; Acknowledgements; 1. Weather derivatives and the weather derivatives market; 2. Data cleaning and trends; 3. The valuation of single contracts using burn analysis; 4. The valuation of single contracts using index modelling; 5. Further topics in the valuation of single contracts; 6. Valuation of single contracts using daily methods; 7. Modelling portfolios; 8. Managing portfolios; 9. Introduction to meteorological forecasts; 10. The use of meteorological forecasts in pricing; 11. Arbitrage pricing models; 12. Risk management; 13. Modelling non-temperature data; Appendices; References; Index.
