Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations

ISBN: 9780521142281 出版年：2005 页码：393 Stephen Jewson Anders Brix Christine Ziehmann Cambridge University Press

List of figures List of tables Acknowledgements 1. Weather derivatives and the weather derivatives market 2. Data cleaning and trends 3. The valuation of single contracts using burn analysis 4. The valuation of single contracts using index modelling 5. Further topics in the valuation of single contracts 6. Valuation of single contracts using daily methods 7. Modelling portfolios 8. Managing portfolios 9. Introduction to meteorological forecasts 10. The use of meteorological forecasts in pricing 11. Arbitrage pricing models 12. Risk management 13. Modelling non-temperature data Appendices References Index.