LEADER 00891nam a2200241 i 4500 001 991001989599707536 005 20020508184637.0 008 970418s1969 it ||| | ||| 035 $ab10942981-39ule_inst 035 $aPARLA152501$9ExL 040 $aDip.to Filol. Class. e di Scienze Filosofiche$bita 100 1 $aParatore, Ettore$0329020 245 10$aAntologia latina dell'età augustea /$cEttore Paratore 260 $aMilano :$bSansoni,$c1969 300 $a519 p. ;$c20 cm 590 $a??? smarrito ??? 650 4$aLetteratura latina$xEtà augustea 907 $a.b10942981$b23-01-15$c28-06-02 912 $a991001989599707536 945 $aLE007 870 PAR 01.03$g1$i2007000003541$lle007$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i11049923$z28-06-02 996 $aAntologia latina dell'età augustea$9210858 997 $aUNISALENTO 998 $ale007$b01-01-97$cm$da $e-$feng$git $h0$i1 LEADER 03113nam 2200445Ia 450 001 9910789347603321 005 20240102235718.0 010 $a9789814401852 (e-book) 010 $a9789814401845 (hbk.) 035 $a(MiAaPQ)EBC1080976 035 $a(Au-PeEL)EBL1080976 035 $a(CaPaEBR)ebr10627506 035 $a(CaONFJC)MIL416328 035 $a(OCoLC)821180509 035 $a(CKB)3400000000087222 035 $a(EXLCZ)993400000000087222 100 $a20120723d2013 uy 0 101 0 $aeng 135 $aur|n|nnn||||| 200 10$aModeling and pricing in financial markets for weather derivatives$b[electronic resource] /$fFred Espen Benth, Jurate Saltyte Benth 210 $aSingapore ;$aHackensack, NJ $cWorld Scientific Pub.$dc2013 215 $a1 online resource (xi, 242 p.) $cill 225 0 $aAdvanced series on statistical science and applied probability ;$vvol. 17 320 $aIncludes bibliographical references and index. 327 $a1. Financial markets for weather -- Statistics of weather -- 2. Data description and exploratory analysis -- 3. Spatial-temporal modelling -- Weather derivatives -- 4. Continuous-time models of temperature and wind speed -- 5. Pricing of forward contracts on temperature and wind speed -- 6. Extensions of temperature and wind speed models -- 7. Options on temperature and wind -- 8. Precipitation derivatives -- 9. Utility-based approaches to pricing weather derivatives -- Appendix A List of abbreviations -- Bibliography -- Index. 330 $aWeather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial contracts on temperature, wind and rain. Based on a deep statistical analysis of weather factors, sophisticated stochastic processes are introduced modeling the time and space dynamics. Applying ideas from the modern theory of mathematical finance, weather derivatives are priced, and questions of hedging analyzed. The treatise contains an in-depth analysis of typical weather contracts traded at the Chicago Mercantile Exchange (CME), including so-called CDD and HDD futures. The statistical analysis of weather variables is based on a large data set from Lithuania.The monograph includes the research done by the authors over the last decade on weather markets. Their work has gained considerable attention, and has been applied in many contexts. 410 0$aAdvanced series on statistical science & applied probability ;$vv. 17. 606 $aStocks$xPrices 606 $aWeather derivatives 615 0$aStocks$xPrices. 615 0$aWeather derivatives. 676 $a332.6457 700 $aBenth$b Fred Espen$f1969-$0151492 701 $aSaltyte Benth$b Jurate$0772024 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 912 $a9910789347603321 996 $aModeling and pricing in financial markets for weather derivatives$93720415 997 $aUNINA