Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cam a22000004b 4500 | ||
| 001 | MAP20100102961 | ||
| 003 | MAP | ||
| 005 | 20101221173229.0 | ||
| 008 | 101221s2007 gbr|||| ||| ||eng d | ||
| 020 | $a978-0-521-84371-3 | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a842 | ||
| 100 | 1 | $0MAPA20100065082$aJewson, Stephen | |
| 245 | 1 | 0 | $aWeather derivative valuation$b : the meteorological, statistical, financial and mathematical foundations$cStephen Jewson, Anders Brix |
| 250 | $areimp | ||
| 260 | $aCambridge$bCambridge University Press$c2007 | ||
| 300 | $aXVII, 373 p.$c25 cm. | ||
| 520 | $aWeather 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 | ||
| 650 | 1 | $0MAPA20080563332$aMeteorología | |
| 650 | 1 | $0MAPA20080621926$aPredicciones meteorológicas | |
| 650 | 1 | $0MAPA20080608392$aRiesgos meteorológicos | |
| 650 | 1 | $0MAPA20080591182$aGerencia de riesgos | |
| 650 | 1 | $0MAPA20080592042$aModelos matemáticos | |
| 700 | 1 | $0MAPA20100065099$aBrix, Anders |