Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations
<?xml version="1.0" encoding="UTF-8"?><modsCollection xmlns="http://www.loc.gov/mods/v3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-8.xsd">
<mods version="3.8">
<titleInfo>
<title>Weather derivative valuation</title>
<subTitle> : the meteorological, statistical, financial and mathematical foundations</subTitle>
</titleInfo>
<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20100065082">
<namePart>Jewson, Stephen</namePart>
<nameIdentifier>MAPA20100065082</nameIdentifier>
</name>
<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20100065099">
<namePart>Brix, Anders</namePart>
<nameIdentifier>MAPA20100065099</nameIdentifier>
</name>
<typeOfResource>text</typeOfResource>
<originInfo>
<place>
<placeTerm type="code" authority="marccountry">gbr</placeTerm>
</place>
<issuance>monographic</issuance>
<place>
<placeTerm type="text">Cambridge</placeTerm>
</place>
<publisher>Cambridge University Press</publisher>
<dateIssued>2007</dateIssued>
<edition>reimp</edition>
</originInfo>
<language>
<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
</language>
<physicalDescription>
<form authority="marcform">print</form>
<extent>XVII, 373 p. 25 cm.</extent>
</physicalDescription>
<abstract displayLabel="Summary">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</abstract>
<note type="statement of responsibility">Stephen Jewson, Anders Brix</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080563332">
<topic>Meteorología</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080621926">
<topic>Predicciones meteorológicas</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080608392">
<topic>Riesgos meteorológicos</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080591182">
<topic>Gerencia de riesgos</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080592042">
<topic>Modelos matemáticos</topic>
</subject>
<classification authority="">842</classification>
<identifier type="isbn">978-0-521-84371-3</identifier>
<recordInfo>
<recordContentSource authority="marcorg">MAP</recordContentSource>
<recordCreationDate encoding="marc">101221</recordCreationDate>
<recordChangeDate encoding="iso8601">20101221173229.0</recordChangeDate>
<recordIdentifier source="MAP">MAP20100102961</recordIdentifier>
<languageOfCataloging>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</languageOfCataloging>
</recordInfo>
</mods>
</modsCollection>