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| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20140310152707.0 |
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121205s2013 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781461460718 |
|
978-1-4614-6071-8 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG1-9999 |
|
|---|
| Classification number |
HG4501-6051 |
|
|---|
| Classification number |
HG1501-HG3550 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
657.8333 |
| Edition number |
23 |
|
|---|
| Classification number |
658.152 |
| Edition number |
23 |
| 264 #1 - |
|---|
| -- |
New York, NY : |
| -- |
Springer New York : |
| -- |
Imprint: Springer, |
| -- |
2013. |
| 912 ## - |
|---|
| -- |
ZDB-2-SBE |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Alexandridis K., Antonis. |
| Relator term |
author. |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
Weather Derivatives |
| Medium |
[electronic resource] : |
| Remainder of title |
Modeling and Pricing Weather-Related Risk / |
| Statement of responsibility, etc |
by Antonis Alexandridis K., Achilleas D. Zapranis. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XV, 300 p. 62 illus., 55 illus. in color. |
| Other physical details |
online resource. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Economics. |
|
|---|
| Topical term or geographic name as entry element |
Finance. |
|
|---|
| Topical term or geographic name as entry element |
Economics |
| General subdivision |
Statistics. |
|
|---|
| Topical term or geographic name as entry element |
Economics/Management Science. |
|
|---|
| Topical term or geographic name as entry element |
Finance/Investment/Banking. |
|
|---|
| Topical term or geographic name as entry element |
Quantitative Finance. |
|
|---|
| Topical term or geographic name as entry element |
Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Zapranis, Achilleas D. |
| Relator term |
author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Display text |
Printed edition: |
| International Standard Book Number |
9781461460701 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-1-4614-6071-8 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
E-Book |
