Weather Derivative Valuation Jewson Brix Ziehmann Hardback 9780521843713

Weather Derivative ValuationThe Meteorological, Statistical, Financial and Mathematical Foundations\nAuthor(s): Stephen Jewson, Anders Brix, Christine Ziehmann\nFormat: Hardback\nPublisher: Cambridge University Press, United Kingdom\nImprint: Cambridge University Press\nISBN-13: 9780521843713, 978-0521843713\nSynopsis\nOriginally published in 2005, Weather Derivative Valuation covers all the meteorological, statistical, financial and mathematical issues that arise in the pricing and risk management of weather derivatives. There are chapters on meteorological data and data cleaning, the modelling and pricing of single weather derivatives, the modelling and valuation of portfolios, the use of weather and seasonal forecasts in the pricing of weather derivatives, arbitrage pricing for weather derivatives, risk management, and the modelling of temperature, wind and precipitation. Specific issues covered in detail include the analysis of uncertainty in weather derivative pricing, time-seri.