Weather Derivatives

1. The Weather Derivatives Market
Antonis K. Alexandridis, Achilleas D. Zapranis

2. Introduction to Stochastic Calculus
Antonis K. Alexandridis, Achilleas D. Zapranis

3. Handling the Data
Antonis K. Alexandridis, Achilleas D. Zapranis

4. Pricing Approaches of Temperature Derivatives
Antonis K. Alexandridis, Achilleas D. Zapranis

5. Modeling the Daily Average Temperature
Antonis K. Alexandridis, Achilleas D. Zapranis

6. Pricing Temperature Derivatives
Antonis K. Alexandridis, Achilleas D. Zapranis

7. Using Meteorological Forecasts for Improving Weather Derivative Pricing
Antonis K. Alexandridis, Achilleas D. Zapranis

8. The Effects of the Geographical and Basis Risk
Antonis K. Alexandridis, Achilleas D. Zapranis

9. Pricing the Power of Wind
Antonis K. Alexandridis, Achilleas D. Zapranis

10. Precipitation Derivatives
Antonis K. Alexandridis, Achilleas D. Zapranis

Nyckelord: Economics/Management Science, Finance/Investment/Banking, Quantitative Finance, Statistics for Business/Economics/Mathematical Finance/Insurance