Jūratė Šaltytė Benth – författare
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2 produkter
STOCHASTIC MODELING OF ELECTRICITY AND RELATED MARKETS
Av Fred Espen Benth, Jūratė Šaltytė Benth m. fl.
Inbunden, 2008
1955 kr
Lägg i varukorg
The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas prices may soar several magnitudes above their normal levels within a short time due to imbalances in supply and demand, yielding what is …
MODELING AND PRICING IN FINANCIAL MARKETS FOR WEATHER DERIVATIVES
Av Fred Espen Benth, Jūratė Šaltytė Benth
Inbunden, 2012
1345 kr
Lägg i varukorg
Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial …
