株式会社極東書店トップ ＞ 商品一覧 ＞ Weather Derivative Valuation : The Meteorological, Statistical, Financial and Mathematical Foundations.
商品詳細
Weather Derivative Valuation : The Meteorological, Statistical, Financial and Mathematical Foundations.
・ISBN 978-0-521-84371-3 2005 hard GB£ 120.00
￥38,016.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
・ISBN 978-0-521-14228-1 2010 paper GB£ 49.00
￥15,523.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-511-49334-8
| 著者・編者 | Jewson, Stephen / Brix, A. / Ziehmann, C., |
|---|---|
| 出版社 | (Cambridge U. Pr., UK) |
| ページ数 | 373 pp. |
| 言語 | ENG |
| ニュース番号 | ＜517-343 518-L147＞ |
解説
Originally published in 2005, Weather Derivative Valuation covers all the meteorological, statistical, financial and mathematical issues that arise in the pricing and risk management of weather derivatives. There are chapters on meteorological data and data cleaning, the modelling and pricing of single weather derivatives, the modelling and valuation of portfolios, the use of weather and seasonal forecasts in the pricing of weather derivatives, arbitrage pricing for weather derivatives, risk management, and the modelling of temperature, wind and precipitation. Specific issues covered in detail include the analysis of uncertainty in weather derivative pricing, time-series modelling of daily temperatures, the creation and use of probabilistic meteorological forecasts and the derivation of the weather derivative version of the Black-Scholes equation of mathematical finance. Written by consultants who work within the weather derivative industry, this book is packed with practical information and theoretical insight into the world of weather derivative pricing.