東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Weather Derivative Valuation : = The...

Jewson, Stephen.

FindBook

Google Book

Amazon

博客來

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

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Weather Derivative Valuation :/
其他題名:	The Meteorological, Statistical, Financial and Mathematical Foundations.
作者:	Jewson, Stephen.
其他作者:	Brix, Anders.
出版者:	Cambridge :Cambridge University Press, : 2005.,
面頁冊數:	393 p.
內容註:	Cover; Half-title; Title; Copyright; Contents; Figures; Tables; Acknowledgements; 1 Weather derivatives and the weather derivatives market; 1.1 Introduction; 1.2 Weather variables and indices; 1.3 Derivative pay-offs; 1.4 Principles of valuation; 1.5 The correlation between weather and the stock market; 1.6 Overview of contents; 1.7 Notes on citations; 1.8 Further reading; 2 Data cleaning and trends; 2.1 Data cleaning; 2.2 The sources of trends in meteorological data; 2.3 Removing trends in practice; 2.4 What kind of trend and how many years of historical data to use?; 2.5 Conclusions
內容註:	2.6 Further reading3 The valuation of single contracts using burn analysis; 3.1 Burn analysis; 3.2 Further reading; 4 The valuation of single contracts using index modelling; 4.1 Statistical modelling methods; 4.2 Modelling the index distribution; 4.3 Parametric distributions; 4.4 Non-parametric distributions; 4.5 Estimating the pay-off distribution and the expected pay-offs; 5 Further topics in the valuation of single contracts; 5.1
標題:	Weather derivatives. -
電子資源:	http://dx.doi.org/10.1017/CBO9780511493348Click here to view book
ISBN:	9780511493348 (electronic bk.)

Weather Derivative Valuation : = The Meteorological, Statistical, Financial and Mathematical Foundations.
Jewson, Stephen.

Weather Derivative Valuation :The Meteorological, Statistical, Financial and Mathematical Foundations.[electronic resource]. - Cambridge :Cambridge University Press,2005. - 393 p.

Cover; Half-title; Title; Copyright; Contents; Figures; Tables; Acknowledgements; 1 Weather derivatives and the weather derivatives market; 1.1 Introduction; 1.2 Weather variables and indices; 1.3 Derivative pay-offs; 1.4 Principles of valuation; 1.5 The correlation between weather and the stock market; 1.6 Overview of contents; 1.7 Notes on citations; 1.8 Further reading; 2 Data cleaning and trends; 2.1 Data cleaning; 2.2 The sources of trends in meteorological data; 2.3 Removing trends in practice; 2.4 What kind of trend and how many years of historical data to use?; 2.5 Conclusions

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 is packed with practical information and theoretical insight into the world of weather derivative pricing.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511493348 (electronic bk.)Subjects--Topical Terms:

1899276
Weather derivatives.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG6052 .J49 2005eb

Dewey Class. No.: 332.64/57

Weather Derivative Valuation : = The Meteorological, Statistical, Financial and Mathematical Foundations.
LDR:02320nmm a22003013u 4500 001 1809737
003 AU-PeEL
005 20090601202844.0
006 m d
007 cr mn---------
008 231221t2005 ||| s |||||||eng|d
020 $a 9780511493348 (electronic bk.)
020 $a 9780521843713 (print)
035 $a EBL228793
035 $a EBL228793
035 $a 1809737
040 $a AU-PeEL $c AU-PeEL $d AU-PeEL
050 0 0 $a HG6052 .J49 2005eb
082 0 0 $a 332.64/57
100 1 $a Jewson, Stephen. $3 759299
245 1 0 $a Weather Derivative Valuation : $b The Meteorological, Statistical, Financial and Mathematical Foundations. $h [electronic resource].
260 $a Cambridge : $b Cambridge University Press, $c 2005.
300 $a 393 p.
505 0 $a Cover; Half-title; Title; Copyright; Contents; Figures; Tables; Acknowledgements; 1 Weather derivatives and the weather derivatives market; 1.1 Introduction; 1.2 Weather variables and indices; 1.3 Derivative pay-offs; 1.4 Principles of valuation; 1.5 The correlation between weather and the stock market; 1.6 Overview of contents; 1.7 Notes on citations; 1.8 Further reading; 2 Data cleaning and trends; 2.1 Data cleaning; 2.2 The sources of trends in meteorological data; 2.3 Removing trends in practice; 2.4 What kind of trend and how many years of historical data to use?; 2.5 Conclusions
505 8 $a 2.6 Further reading3 The valuation of single contracts using burn analysis; 3.1 Burn analysis; 3.2 Further reading; 4 The valuation of single contracts using index modelling; 4.1 Statistical modelling methods; 4.2 Modelling the index distribution; 4.3 Parametric distributions; 4.4 Non-parametric distributions; 4.5 Estimating the pay-off distribution and the expected pay-offs; 5 Further topics in the valuation of single contracts; 5.1
520 $a 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 is packed with practical information and theoretical insight into the world of weather derivative pricing.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Weather derivatives. $3 1899276
655 7 $a Electronic books. $2 lcsh $3 542853
700 1 $a Brix, Anders. $3 759298
700 1 $a Ziehmann, Christine. $3 1899275
710 2 $a Ebooks Corporation. $3 1314793
776 1 $z 9780521843713
856 4 0 $z Click here to view book $u http://dx.doi.org/10.1017/CBO9780511493348