Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations (The Meteorological, Statistical, Financial and Mathematical Foundations)

저자
Jewson, Stephen
출판사
Cambridge University Press
출판일
20210101
ISBN
9780521142281
ISBN 등록 지역
영어권 (ISBN 978-0)

소개

Covers the meteorological, statistical, financial and mathematical issues that arise in the pricing and risk management of weather derivatives. Written by consultants who work within the weather derivative industry, this book, first published in 2005, is packed with practical information and theoretical insight into the world of weather derivative pricing.