书目详细信息
： Modeling and pricing in financial markets for weather derivatives /
书目信息 机读格式(MARC)
| ISBN： | 9789814401845 (hard cover : alk. paper) |
|---|---|
| ISBN： | 9814401846 (hard cover : alk. paper) |
| ISBN： | 9789814401852 (electronic bk.) |
| ISBN： | 9814401854 (electronic bk.) |
| 编目源： | SJT SJT |
| 个人名称： | Benth, Fred Espen,1969- |
| 题名： | Modeling and pricing in financial markets for weather derivatives / Fred Espen Benth, Jūrat? ?altyt? Benth. |
| 索书号： | F830.95/B476E |
| 载体形态： | xi, 242 pages : illustrations ; 24 cm. |
| 书目附注： | Includes bibliographical references (p. 231-239) and index. |
| 格式化内容附注： | Preface -- Financial markets for weather -- Data description and exploratory analysis -- Spatial-temporal modelling -- Continuous-time models of temperature and wind speed -- Pricing of forward contracts on temperature and wind speed -- Extensions of temperature and wind speed models -- Precipitation derivatives -- Utility-based approaches to pricing weather derivatives -- Appendix a list of abbreviations -- Bibliography -- Index. |