Challenging the Oldest Risk on Earth

für 44.10€ kaufen ··· 9783843391948 ··· 10361102830 ···
The main objective of this research is to price temperature-related weather derivatves independent of location and payoff structure. We use historical weather data to make distributional forecasts for 10 different weather locations in Germany. Error terms of our forecasts are bootstraped from the empricial distribution to incorporate the non- normality of weather surprises. Explicit pricing dynamics of our model are analysed, along with a discussion on indifference pricing.
Hersteller: LAP Lambert Academic Publishing
Marke: LAP Lambert Academic Publishing
EAN: 9783843391948
Kat: Hardcover/Naturwissenschaften, Medizin, Informatik, Technik/Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
Lieferzeit: Sofort lieferbar
Versandkosten: Ab 20¤ Versandkostenfrei in Deutschland
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5: Ab 20¤ Versandkostenfrei in Deutschland
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7: Challenging the Oldest Risk on Earth
:::: Hardcover/Naturwissenschaften, Medizin, Informatik, Technik/Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik

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···· aufgenommen: 09.10.2020 · 01:07:21
···· & überprüft: 12.11.2020 · 21:15:44

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Challenging the Oldest Risk on Earth

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