| 书目名称 | Weather Derivatives | | 副标题 | Modeling and Pricing | | 编辑 | Antonis Alexandridis K.,Achilleas D. Zapranis | | 视频video | | | 概述 | First book to examine the advantages and disadvantages of existing modeling and pricing methodologies associated with weather derivatives.Presents state-of-the-art tools and strategies for studying we | | 图书封面 |  | | 描述 | Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to minimize risk associated with adverse or unexpected weather conditions. Just as traditional contingent claims, a weather derivative has an underlying measure, such as: rainfall, wind, snow or temperature. Nearly $1 trillion of the U.S. economy is directly exposed to weather-related risk. More precisely, almost 30% of the U.S. economy and 70% of U.S. companies are affected by weather. The purpose of this monograph is to conduct an in-depth analysis of financial products that are traded in the weather market. Presenting a pricing and modeling approach for weather derivatives written on various underlying weather variables will help students, researchers, and industry professionals accurately price weather derivatives, and will provide strategies for effectively hedging against weather-related risk. This book will link the mathematical aspects of themodeling procedure of weather variables to the financial markets and the pricing of weather derivatives. Very little has been published in the area of weather risk, and this volume will appeal to gra | | 出版日期 | Book 2013 | | 关键词 | Derivative Modeling; Financial Markets; Risk Management; Weather Derivatives; Weather Variables; Climate | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4614-6071-8 | | isbn_softcover | 978-1-4899-8534-7 | | isbn_ebook | 978-1-4614-6071-8 | | copyright | Springer Science+Business Media New York 2013 |
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发表于 2025-3-21 17:42:36
