Modeling and Pricing in Financial Markets for Weather Derivatives

ISBN-13: 9789814401845 / Angielski / Twarda / 2012 / 256 str.

Fred Espen Benth

Opis

Provides a tool for weather risk management and the markets for these exotic financial products are gradually emerging in size and importance. This title presents an analysis of such weather derivatives, including financial contracts on temperature, wind and rain.