Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations

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<title>Weather derivative valuation</title>
<subTitle> : the meteorological, statistical, financial and mathematical foundations</subTitle>
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<namePart>Jewson, Stephen</namePart>
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<namePart>Brix, Anders</namePart>
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<publisher>Cambridge University Press</publisher>
<dateIssued>2007</dateIssued>
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<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>
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<topic>Meteorología</topic>
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<topic>Predicciones meteorológicas</topic>
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<topic>Riesgos meteorológicos</topic>
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<topic>Gerencia de riesgos</topic>
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<topic>Modelos matemáticos</topic>
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<identifier type="isbn">978-0-521-84371-3</identifier>
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