Weather Derivatives Modeling and Pricing Weather-Related Risk |
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| Author:
| Alexandridis, Antonios
Zapranis, Achilleas |
| ISBN: | 978-1-4614-6070-1 |
| Publication Date: | Dec 2012 |
| Publisher: | Springer
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| Book Format: | Hardback |
| List Price: | AUD $398.95 |
Book Description:
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This in-depth analysis of financial products that are traded in the weather market links the mathematical aspects of weather variable modeling to markets and the pricing of weather derivatives, and offers strategies for hedging against weather-related risk.
This in-depth analysis of financial products that are traded in the weather market links the mathematical aspects of weather variable modeling to markets and the pricing of weather derivatives, and offers strategies for hedging against weather-related risk.