Weather derivative valuation: the meteorological, statistical, financial and mathematical foundations
Auteur :
Jewson, Stephen / Brix, Anders
Éditeur :
Cambridge University Press
ISBN :
9780521843713
Date de publication :
10 mars 2005
Dimensions :
24,4 x 17,0 x 2,2 cm
Poids :
820 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Covers the meteorological, statistical, financial and mathematical issues that arise in the pricing and risk management of weather derivatives. Written by consultants who work within the weather derivative industry, this book, first published in 2005, is packed with practical information and theoretical insight into the world of weather derivative pricing.