Centro de Documentacion de Fundación MAPFRE - Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations

MAP20100102961

Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations / Stephen Jewson, Anders Brix. — reimp. — Cambridge : Cambridge University Press, 2007

XVII, 373 p. ; 25 cm.

Sumario: Weather derivatives and the weather derivatives market -- Data cleaning and trends -- The valuation of single contracts using burn analysis -- The valuation of single contracts using index modelling -- Further topics in the valuation of single contracts -- The valuation of single contracts using daily modelling -- Modelling portfolios -- Managing portfolios -- An introduction to meteorological forecasts -- The use of meteorological forecasts in pricing -- Arbitrage pricing models -- Risk management -- Modelling non-temperature data

ISBN 978-0-521-84371-3

1. Meteorología . 2. Predicciones meteorológicas . 3. Riesgos meteorológicos . 4. Gerencia de riesgos . 5. Modelos matemáticos . I. Brix, Anders . II. Title.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: MAP - 842 JEW WEA — Record number: 048850

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