01344aam 2200385I 450 991071059820332120160318082759.0GOVPUB-C13-40e3bcd870fdacc264d3ce055bef2121(CKB)5470000002477310(OCoLC)945071277(EXLCZ)99547000000247731020160318d1984 ua 0engrdacontentrdamediardacarrierEconomizer algorithms for energy management and control systems /Cheol Park; George E. Kelly; James Y. KaoGaithersburg, MD :U.S. Dept. of Commerce, National Institute of Standards and Technology,1984.1 online resourceNBSIR ;84-28321984.Contributed record: Metadata reviewed, not verified. Some fields updated by batch processes.Title from PDF title page.Includes bibliographical references.Park Cheol1388150Kao James Y1389841Park Cheol1388150United States.National Bureau of Standards.NBSNBSGPOBOOK9910710598203321Economizer algorithms for energy management and control systems3524241UNINA03569nam 2200565 a 450 991043807640332120250702204215.01-283-91140-X1-4614-6071-910.1007/978-1-4614-6071-8(CKB)2670000000308651(EBL)1082074(OCoLC)823386533(SSID)ssj0000812051(PQKBManifestationID)11512383(PQKBTitleCode)TC0000812051(PQKBWorkID)10860007(PQKB)11143692(DE-He213)978-1-4614-6071-8(MiAaPQ)EBC1082074(PPN)168304643(EXLCZ)99267000000030865120121025d2013 uy 0engur|n|---|||||txtccrWeather derivatives modeling and pricing weather-related risk /Antonis K. Alexandridis, Achilleas D. Zapranis1st ed. 2013.New York Springer20131 online resource (309 p.)Description based upon print version of record.1-4899-8534-4 1-4614-6070-0 Includes bibliographical references and index.The weather derivatives market -- Introduction to Stochastic Calculus -- Handling the data -- Pricing approaches of temperature -- Modeling the daily average temperature -- Pricing temperature derivatives -- The use of meteorological forecasts -- The effects of the geographical and basis risk -- Pricing the power of the wind a.       Introduction to wind derivatives -- Precipitation Derivatives a.       Introduction -- Rainfall Derivatives -- Snow Derivatives -- Appendix A -- Appendix B -- Index -- References.Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to minimize risk associated with adverse or unexpected weather conditions. Just as traditional contingent claims, a weather derivative has an underlying measure, such as: rainfall, wind, snow or temperature.  Nearly $1 trillion of the U.S. economy is directly exposed to weather-related risk.  More precisely, almost 30% of the U.S. economy and 70% of U.S. companies are affected by weather.  The purpose of this monograph is to conduct an in-depth analysis of financial products that are traded in the weather market. Presenting a pricing and modeling approach for weather derivatives written on various underlying weather variables will help students, researchers, and industry professionals accurately price weather derivatives, and will provide strategies for effectively hedging against weather-related risk.  This book will link the mathematical aspects of the modeling procedure of weather variables to the financial markets and the pricing of weather derivatives.  Very little has been published in the area of weather risk, and this volume will appeal to graduate-level students and researchers studying financial mathematics, risk management, or energy finance, in addition to investors and professionals within the financial services industry.Weather derivativesWeather derivatives.630.681Alexandridis Antonis K1597190Zapranis Achilleas1965-1830334MiAaPQMiAaPQMiAaPQBOOK9910438076403321Weather derivatives4400614UNINA