Weather Derivatives (Record no. 50764)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 03660nam a22004935i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-1-4614-6071-8 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200420211742.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 121205s2013 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781461460718 |
| -- | 978-1-4614-6071-8 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 332 |
| 100 1# - AUTHOR NAME | |
| Author | Alexandridis K., Antonis. |
| 245 10 - TITLE STATEMENT | |
| Title | Weather Derivatives |
| Sub Title | Modeling and Pricing Weather-Related Risk / |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XVI, 300 p. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | The weather derivatives market -- Introduction to Stochastic Calculus -- Handling the data -- Pricing approaches of temperature -- Modeling the daily average temperature -- Pricing temperature derivatives -- The use of meteorological forecasts -- The effects of the geographical and basis risk -- Pricing the power of the wind a.       Introduction to wind derivatives -- Precipitation Derivatives a.       Introduction -- Rainfall Derivatives -- Snow Derivatives -- Appendix A -- Appendix B -- Index -- References. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to minimize risk associated with adverse or unexpected weather conditions. Just as traditional contingent claims, a weather derivative has an underlying measure, such as: rainfall, wind, snow or temperature.  Nearly $1 trillion of the U.S. economy is directly exposed to weather-related risk.  More precisely, almost 30% of the U.S. economy and 70% of U.S. companies are affected by weather.  The purpose of this monograph is to conduct an in-depth analysis of financial products that are traded in the weather market. Presenting a pricing and modeling approach for weather derivatives written on various underlying weather variables will help students, researchers, and industry professionals accurately price weather derivatives, and will provide strategies for effectively hedging against weather-related risk.  This book will link the mathematical aspects of the modeling procedure of weather variables to the financial markets and the pricing of weather derivatives.  Very little has been published in the area of weather risk, and this volume will appeal to graduate-level students and researchers studying financial mathematics, risk management, or energy finance, in addition to investors and professionals within the financial services industry. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Zapranis, Achilleas D. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-1-4614-6071-8 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | New York, NY : |
| -- | Springer New York : |
| -- | Imprint: Springer, |
| -- | 2013. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Climate change. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economics, Mathematical. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance, general. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Climate Change Management and Policy. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 912 ## - | |
| -- | ZDB-2-SBE |
No items available.