MODELING AND PRICING IN FINANCIAL MARKETS FOR WEATHER DERIVATIVES
By: by Fred Espen Benth (University of Oslo, Norway) & Jūrate Šaltytė Benth (University of Oslo, Norway)
Contributors: Saltyte Benth, Jurate
Series: Advanced Series on Statistical Science and Applied Probability -- Vol. 17
Published: 2012
Language: eng
ISBN-13: 9789814401845
Subjects: Prices; Stocks; Weather derivatives
Notes: Includes bibliographical references and index.
Table of contents: title: Preface; title: Financial markets for weather; title: Data description and exploratory analysis; title: Spatial-temporal modelling; title: Continuous-time models of temperature and wind speed; title: Pricing of forward contracts on temperature and wind speed; title: Extensions of temperature and wind speed models; title: Precipitation derivatives; title: Utility-based approaches to pricing weather derivatives; title: Appendix a list of abbreviations; title: Bibliography; title: Index.