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Weather Derivative Valuation : The Meteorological, Statistical, Financial and Mathematical Foundations
Weather Derivative Valuation The Meteorological Statistical Financial and Mathematical Foundations
Author: Stephen Jewson, Anders Brix
Weather Derivative Valuation is the first book to cover all the meteorological, statistical, financial and mathematical issues that arise in the pricing and risk management of weather derivatives. There are chapters on meteorological data and data cleaning, the modelling and pricing of single weather derivatives, the modelling and valuation of p...  more »
ISBN-13: 9780521843713
ISBN-10: 0521843715
Publication Date: 4/10/2005
Pages: 390
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Publisher: Cambridge University Press
Book Type: Hardcover
Other Versions: Paperback
Members Wishing: 0
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