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[null,"1.","Record Nr.",null,"UNINA9910464769103321"]
[null,null,"Autore",null,"Benth Fred Espen <1969->"]
[null,null,"Titolo",null,"Modeling and pricing in financial markets for weather derivatives [[electronic resource] /] / Fred Espen Benth, Jūrate Šaltytė Benth"]
[null,null,"Pubbl/distr/stampa",null,"Singapore ; ; Hackensack, NJ, : World Scientific Pub., c2013"]
[null,null,"ISBN",null,"1-283-85078-8"]
[{"$nulls":4},"981-4401-85-4"]
[null,null,"Descrizione fisica",null,"1 online resource (255 p.)"]
[null,null,"Collana",null,"Advanced series on statistical science and applied probability ; ; vol. 17"]
[null,null,"Disciplina",null,"332.6457"]
[null,null,"Soggetti",null,"Stocks - Prices"]
[{"$nulls":4},"Weather derivatives"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Preface; Contents; 1. Financial markets for weather; 1.1 The use of weather derivatives; 1.2 Markets for weather derivatives; 1.2.1 Temperature derivatives; 1.2.2 Derivatives on wind speed; 1.2.3 Precipitation derivatives; 1.2.4 Other weather derivatives; 1.3 A brief outlook of the monograph; Statistics of weather; 2. Data description and exploratory analysis; 2.1 Data; 2.2 Temperature; 2.3 Wind; 2.4 Precipitation; 2.5 Spatial statistics and spatial-temporal modelling; 2.6 Stochastic weather modelling - literature overview; 2.6.1 Temperature; 2.6.2 Wind; 2.6.3 Precipitation"]
[{"$nulls":4},"3. 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"]
[{"$nulls":4},"3.2.6 Estimation of wind speed model3.2.6.1 Seasonal component and ARMA process; 3.2.6.2 Residuals; 3.2.6.3 Spatial modelling; 3.2.6.4 Model validation for wind speed; 3.3 Temporal modelling of precipitation; 3.3.1 Estimation of precipitation time series model; 3.3.2 Validation of precipitation time series model; Weather derivatives; 4. "]
[{"$nulls":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"]
[{"$nulls":4},"4.6 CARMA models for temperature and wind speed4.6.1 A model for temperature; 4.6.2 A model for wind speed; 4.7 Speed of reversion to the mean: the half-life; 5. Pricing of forward contracts on temperature and wind speed; 5.1 Theory on pricing forwards; 5.1.1 Pricing by burn analysis; 5.2 A structure preserving class of measure changes; 5.3 Pricing temperature forwards; 5.4 Analysis of temperature futures prices; 5.4.1 Temperature futures prices and the states of temperature; 5.4.2 The theoretical risk premium of temperature; 5.4.3 The Samuelson effect; 5.5 Pricing wind speed forwards"]
[{"$nulls":4},"6. 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"]
[{"$nulls":4},"8.2 Pricing derivatives on precipitation"]
[null,null,null,"Sommario/riassunto","Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial contracts on temperature, wind and rain. Based on a deep statistical analysis of weather factors, sophisticated stochastic processes are introduced modeling the time and space dynamics. Applying ideas from the modern theory of mathematical finance, weather derivatives are priced, and questions of hedging ana"]
[null,"2.","Record Nr.",null,"UNINA9910462839503321"]
[null,null,"Autore",null,"Goh Keng Swee <1918->"]
[null,null,"Titolo",null,"The economics of modernization [[electronic resource] /] / Goh Keng Swee"]
[null,null,"Pubbl/distr/stampa",null,"Singapore, : Marshall Cavendish Academic, 2004"]
[null,null,"ISBN",null,"981-4382-70-1"]
[null,null,"Edizione",null,"[2nd ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (258 p.)"]
[null,null,"Collana",null,"Economics & policy studies The economics of modernization"]
[null,null,"Disciplina",null,"300"]
[null,null,"Soggetti",null,"Electronic books."]
[{"$nulls":4},"Singapore Economic policy"]
[{"$nulls":4},"Singapore Economic conditions"]
[{"$nulls":4},"Southeast Asia Economic policy"]
[{"$nulls":4},"Southeast Asia Economic conditions"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","First published: Singapore : Asia Pacific Press, 1972."]
[{"$nulls":4},"Previous ed.: Singapore : Federal Publications, 1995."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"\"\"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\"\""]
[{"$nulls":4},"\"\"12 Regional Co-operationin South-East Asia\"\"\"\"13 Foreign Big Business in Singapore\"\"; \"\"14 Singaporeâ€?s Monetary System, 1969\"\"; \"\"15 Education Reform\"\"; \"\"16 Population Control\"\"; \"\"17 Voluntary Social Work\"\"; \"\"18 150 Years of Singapore\"\"; \"\"19 Jurong Bird Park\"\"; \"\"20 The Hippie Threat\"\"; \"\"21 Government and Society\"\"; \"\"22 Industrial Growth and Political Stability\"\"; \"\"23 Parasite States\"\"; \"\"24 Socialism in Singapore\"\"; \"\"25 The Nature and Appeals of Communism in Non-Communist Asian Countries\"\"; \"\"26 Aftercare of Ex-Detainees\"\"; \"\"27 Creating an Officer Corps\"\""]
[{"$nulls":4},"\"\"28 Hard and Soft Armies\"\"\"\"29 Singaporeâ€?s First Decade of Development\"\"; \"\"30 Facing the Future\"\"; \"\"Index\"\""]
[null,null,null,"Sommario/riassunto","Modernization is a vital strategy against centuries of poverty. For "]
[{"$nulls":4},"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)."]