Covers all the meteorological, statistical, financial and mathematical issues that arise in the pricing and risk management of weather derivatives.
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Titolo: Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations
Autore:
Anders Brix,
Jewson Stephen
Editore: Cambridge University Press
Data di Pubblicazione: 2010
Pagine: 00392
Formato: 2
ISBN: 9780521142281