Modeling and pricing in financial markets for weather derivatives
Auteur :
Benth, Fred Espen / Saltyte-benth, Jurate
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814401845
Date de publication :
4 déc. 2012
Langue :
Anglais
Pays d'origine :
Singapour
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.