LEADER 05589nam 2200673Ia 450 001 9910464769103321 005 20200520144314.0 010 $a1-283-85078-8 010 $a981-4401-85-4 035 $a(CKB)3400000000087222 035 $a(EBL)1080976 035 $a(OCoLC)821180509 035 $a(SSID)ssj0000754875 035 $a(PQKBManifestationID)12343869 035 $a(PQKBTitleCode)TC0000754875 035 $a(PQKBWorkID)10729850 035 $a(PQKB)10495137 035 $a(MiAaPQ)EBC1080976 035 $a(WSP)00002818 035 $a(Au-PeEL)EBL1080976 035 $a(CaPaEBR)ebr10627506 035 $a(CaONFJC)MIL416328 035 $a(EXLCZ)993400000000087222 100 $a20120723d2013 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aModeling and pricing in financial markets for weather derivatives$b[electronic resource] /$fFred Espen Benth, Ju?rate S?altyte? Benth 210 $aSingapore ;$aHackensack, NJ $cWorld Scientific Pub.$dc2013 215 $a1 online resource (255 p.) 225 0 $aAdvanced series on statistical science and applied probability ;$vvol. 17 300 $aDescription based upon print version of record. 311 $a981-4401-84-6 320 $aIncludes bibliographical references and index. 327 $aPreface; Contents; 1. Financial markets for weather; 1.1 The use of weather derivatives; 1.2 Markets for weather derivatives; 1.2.1 Temperature derivatives; 1.2.2 Derivatives on wind speed; 1.2.3 Precipitation derivatives; 1.2.4 Other weather derivatives; 1.3 A brief outlook of the monograph; Statistics of weather; 2. Data description and exploratory analysis; 2.1 Data; 2.2 Temperature; 2.3 Wind; 2.4 Precipitation; 2.5 Spatial statistics and spatial-temporal modelling; 2.6 Stochastic weather modelling - literature overview; 2.6.1 Temperature; 2.6.2 Wind; 2.6.3 Precipitation 327 $a3. Spatial-temporal modelling3.1 The modelling approach; 3.2 Spatial-temporal model for temperature and wind speed; 3.2.1 Marginal modelling of temperature and wind speed; 3.2.2 Spatial modelling of temperature and wind speed; 3.2.3 Estimation of the marginal temperature model; 3.2.3.1 Trend; 3.2.3.2 Seasonal component; 3.2.3.3 ARMA process; 3.2.3.4 Residuals; 3.2.4 Estimation of spatial temperature model; 3.2.4.1 Spatial model for temporal parameters; 3.2.4.2 Spatial correlations; 3.2.4.3 Model validation for temperature; 3.2.5 A critical view on temporal temperature modelling 327 $a3.2.6 Estimation of wind speed model3.2.6.1 Seasonal component and ARMA process; 3.2.6.2 Residuals; 3.2.6.3 Spatial modelling; 3.2.6.4 Model validation for wind speed; 3.3 Temporal modelling of precipitation; 3.3.1 Estimation of precipitation time series model; 3.3.2 Validation of precipitation time series model; Weather derivatives; 4. Continuous-time models for temperature and wind speed; 4.1 CARMA models; 4.2 Simulation of CARMA processes; 4.3 Linking CARMA to ARMA; 4.4 Recovering the states I: the Kalman filter; 4.5 Recovering the states II: an approxmative L1-filter 327 $a4.6 CARMA models for temperature and wind speed4.6.1 A model for temperature; 4.6.2 A model for wind speed; 4.7 Speed of reversion to the mean: the half-life; 5. Pricing of forward contracts on temperature and wind speed; 5.1 Theory on pricing forwards; 5.1.1 Pricing by burn analysis; 5.2 A structure preserving class of measure changes; 5.3 Pricing temperature forwards; 5.4 Analysis of temperature futures prices; 5.4.1 Temperature futures prices and the states of temperature; 5.4.2 The theoretical risk premium of temperature; 5.4.3 The Samuelson effect; 5.5 Pricing wind speed forwards 327 $a6. Extensions of temperature and wind speed models6.1 Stochastic temperature volatility; 6.2 Brownian semistationary processes; 6.3 Fractional models; 7. Options on temperature and wind; 7.1 Options on temperature futures; 7.2 Options on wind speed futures; 7.3 Geographical hedging; 7.3.1 A simple spatial-temporal model for temperature; 7.3.2 Computation of the optimal geographical hedge; 8. Precipitation derivatives; 8.1 A continuous-time model for precipitation; 8.1.1 A class of independent increment processes; 8.1.2 A stochastic model of precipitation 327 $a8.2 Pricing derivatives on precipitation 330 $aWeather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial contracts on temperature, wind and rain. Based on a deep statistical analysis of weather factors, sophisticated stochastic processes are introduced modeling the time and space dynamics. Applying ideas from the modern theory of mathematical finance, weather derivatives are priced, and questions of hedging ana 410 0$aADVANCED SERIES ON STATISTICAL SCIENCE AND APPLIED PROBABILITY 606 $aStocks$xPrices 606 $aWeather derivatives 608 $aElectronic books. 615 0$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 906 $aBOOK 912 $a9910464769103321 996 $aModeling and pricing in financial markets for weather derivatives$91976816 997 $aUNINA LEADER 03544nam 2200601 a 450 001 9910462839503321 005 20200520144314.0 010 $a981-4382-70-1 035 $a(CKB)2670000000373839 035 $a(EBL)1195340 035 $a(OCoLC)850163340 035 $a(SSID)ssj0001077601 035 $a(PQKBManifestationID)11569326 035 $a(PQKBTitleCode)TC0001077601 035 $a(PQKBWorkID)11036234 035 $a(PQKB)11640956 035 $a(MiAaPQ)EBC1195340 035 $a(PPN)176637087 035 $a(Au-PeEL)EBL1195340 035 $a(CaPaEBR)ebr10715004 035 $a(EXLCZ)992670000000373839 100 $a20050114d2004 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe economics of modernization$b[electronic resource] /$fGoh Keng Swee 205 $a2nd ed. 210 $aSingapore $cMarshall Cavendish Academic$d2004 215 $a1 online resource (258 p.) 225 0 $aEconomics & policy studies The economics of modernization 300 $aFirst published: Singapore : Asia Pacific Press, 1972. 300 $aPrevious ed.: Singapore : Federal Publications, 1995. 320 $aIncludes bibliographical references and index. 327 $a""Cover""; ""Contents""; ""Foreword""; ""Preface""; ""1 The Economics of Modernization""; ""2 Cities as Modernizers""; ""3 Some Delusions of the Decade of Development""; ""4 Abolition of Poverty""; ""5 Making Compatible Choices""; ""6 Man and Economic Development""; ""7 Social, Political and Institutional Aspects of Development Planning""; ""8 Management in the Developing Society""; ""9 Workers in Developing Countries""; ""10 Labour and the Co-operative Movement in Singapore""; ""11 Differences in Economic Development Problems as between Singapore and Other Asian Countries"" 327 $a""12 Regional Co-operationin South-East Asia""""13 Foreign Big Business in Singapore""; ""14 Singaporea???s Monetary System, 1969""; ""15 Education Reform""; ""16 Population Control""; ""17 Voluntary Social Work""; ""18 150 Years of Singapore""; ""19 Jurong Bird Park""; ""20 The Hippie Threat""; ""21 Government and Society""; ""22 Industrial Growth and Political Stability""; ""23 Parasite States""; ""24 Socialism in Singapore""; ""25 The Nature and Appeals of Communism in Non-Communist Asian Countries""; ""26 Aftercare of Ex-Detainees""; ""27 Creating an Officer Corps"" 327 $a""28 Hard and Soft Armies""""29 Singaporea???s First Decade of Development""; ""30 Facing the Future""; ""Index"" 330 $aModernization is a vital strategy against centuries of poverty. For success to be achieved, the ethos of traditional society and the old order must give to new beliefs and values (which stress efficiency, law and order, merit through achievement), and a strong effective government able to put through difficult, unpopular, but necessary measures. This is the unifying thread of the collection of Dr Goh's speeches in this volume. (30 speeches and essays, 1961-71). 607 $aSingapore$xEconomic policy 607 $aSingapore$xEconomic conditions 607 $aSoutheast Asia$xEconomic policy 607 $aSoutheast Asia$xEconomic conditions 608 $aElectronic books. 676 $a300 700 $aGoh$b Keng Swee$f1918-$0866084 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910462839503321 996 $aThe economics of modernization$92490630 997 $aUNINA LEADER 05049nam 2200445 450 001 996530661403316 005 20230323170534.0 010 $a2-7592-3486-X 024 7 $a10.35690/978-2-7592-3486-8 035 $a(CKB)5680000000299911 035 $a(NjHacI)995680000000299911 035 $a(MiAaPQ)EBC7272432 035 $a(Au-PeEL)EBL7272432 035 $a(EXLCZ)995680000000299911 100 $a20230323d2022 uy 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aElevage au pa?turage et de?veloppement durable des territoires me?diterrane?ens et tropicaux $eConnaissances re?centes sur leurs atouts et faiblesses /$fAlexandre Ickowicz, Charles-Henri Moulin 210 1$aVersailles Cedex :$cE?ditions Quæ,$d2022. 215 $a1 online resource (207 pages) 225 1 $aMatie?re a? de?battre et de?cider 311 $a2-7592-3485-1 327 $aRemerciements 5 -- Preface 6 -- Preambule 9 -- 1. Les elevages familiaux de ruminants au paturage en zones mediterraneennes et tropicales face aux enjeux du developpement durable 12 -- Les elevages de ruminants au paturage en zones mediterraneennes et tropicales 13 -- Contributions potentielles des elevages de ruminants au paturage aux ODD et controverses 22 -- Un cadre general pour mener des recherches sur la contribution des elevages au paturage au developpement durable 28 -- 2. Adaptation aux changements locaux et globaux des systemes d'elevage au paturage 32 -- Introduction 32 -- Adaptation de la vegetation des paturages mediterraneens et tropicaux 33 -- Robustesse des animaux d'elevage : des leviers physiologiques -- et comportementaux au service de I'adaptation 41 -- Diversite genetique et adaptation des races locales a leur milieu d'elevage 52 -- Les mecanismes d'adaptation analyses a I'echelle des families et des collectifs locaux 63 -- Trajectoires d'adaptation des elevages dans les territoires : quelle place pour le paturage ? Quels determinants ? 73 -- Conclusion 80 -- 3. La recherche d'efficience, une demarche pour accroTtre la contribution de I'elevage au developpement durable des territoires 82 -- Introduction : I'efficience, d'un simple ratio a un cadre d'analyse operationnel pour appuyer le developpement durable des systemes d'elevage 82 -- L'efficience pour rendre compte de la complexite des contributions des systemes d'elevage au paturage au changement climatique 86 -- La recherche d'efficience pour accompagner la transition agroecologique des systemes d'elevage 104 -- Evaluation multicritere de I'efficience pour rendre compte de la multifonctionnalite des systemes d'elevage au paturage 120 -- Conclusion et perspectives 135 -- 4. Des inventions et des innovations pour favoriser la contribution des systemes d'elevage au paturage a la transition agroecologique de l'agriculture 140 -- Introduction 140 -- Qu'entendons-nous par inventions et innovations dans nos recherches sur les systemes d'elevage au paturage? 142 -- Des inventions pour mieux partager les connaissances et integrer les processus naturels dans le pilotage des elevages au paturage 145 -- Des innovations techniques pour ameliorer le recyclage et la diversification des ressources dans les systemes d'elevage au paturage 157 -- Des innovations organisationnelles pour accompagner la transition agroecologique dans les territoires et les chaines de valeur de produits animaux 162 -- Discussion et conclusion 173 -- 5. Synthese et conclusion. La place des elevages familiaux de ruminants au paturage en zones mediterraneennes et tropicales pour un developpement durable 179 -- Des elevages complexes, diversifies et en dynamique a mieux apprehender 179 -- Des contributions aux objectifs de developpement durable a accompagner 180 -- Pour une prise en compte dans les territoires de la multifonctionnalite des elevages au paturage sur le temps long 185 -- Conclusion generale 186 -- Bibliographie 189 -- Liste des sigles et acronymes 203 -- Liste des auteurs 205. 330 $aLes syste?mes d'e?levage au pa?turage peuvent contribuer au de?veloppement durable a? celui des territoires, notamment en zones me?diterrane?ennes et tropicales ou? ils sont tre?s pre?sents. Une analyse de leurs capacite?s d'adaptation, de leur efficience et de leur potentiel d'innovation permet d'e?clairer leurs atouts les plus importants et leurs besoins d'accompagnement. 410 0$aMatie?re a? de?battre et de?cider. 517 $aElevage au pâturage et développement durable des territoires méditerranéens et tropicaux 606 $aPastures$xManagement 615 0$aPastures$xManagement. 676 $a633.202 700 $aIckowicz$b Alexandre$01280944 702 $aMoulin$b Charles-Henri 801 0$bNjHacI 801 1$bNjHacl 906 $aBOOK 912 $a996530661403316 996 $aElevage au pâturage et développement durable des territoires méditerranéens et tropicaux$93017726 997 $aUNISA