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

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
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
1001 ‎$0‎MAPA20100065082‎$a‎Jewson, Stephen
24510‎$a‎Weather derivative valuation‎$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
7001 ‎$0‎MAPA20100065099‎$a‎Brix, Anders