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Modeling And Pricing In Financial Markets For Weather Derivatives by Fred Espen Benth
Modeling And Pricing In Financial Markets For Weather Derivatives

Fred Espen Benth

Modeling And Pricing In Financial Markets For Weather Derivatives

Advanced Statistical Science and Applied Probability

Fred Espen Benth with Jurate Saltyte Benth

255 pages first pub 2012 (view editions)

nonfiction business economics mathematics challenging informative medium-paced
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Description

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 su...

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