Search Results for: Modeling And Pricing In Financial Markets For Weather Derivatives

Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importanc

​Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to minimize risk associa

Originally published in 2005, Weather Derivative Valuation covers all the meteorological, statistical, financial and mathematical issues that arise in the prici

The last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commod

This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René Carmona brings together a w