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Stochastic Modelling of Electricity and Related Markets
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 known as spikes in the spot prices. The markets are also largely influenced by seasons, since power demand for heating and cooling varies over the year. The incompleteness of the markets, due to nonstorability of electricity and temperature as well as limited storage capacity of gas, makes spot-forward hedging impossible. Moreover, futures contracts are typically settled over a time period rather than ...
Stochastic Modeling Of Electricity And Related Markets
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 known as spikes in the spot prices. The markets are also largely influenced by seasons, since power demand for heating and cooling varies over the year. The incompleteness of the markets, due to nonstorability of electricity and temperature as well as limited storage capacity of gas, makes spot-forward hedging impossible. Moreover, futures contracts are typically settled over a time period rather than ...
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 importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial contracts on temperature, wind and rain. Based on a deep statistical analysis of weather factors, sophisticated stochastic processes are introduced modeling the time and space dynamics. Applying ideas from the modern theory of mathematical finance, weather derivatives are priced, and questions of hedging analyzed. The treatise contains an in-depth analysis of typical weather contracts traded at the Chicago Mercantile Exchange (CME), including so-called CDD and HDD futures. The statistical analysis of weather variables are based on a large data set from Lithuania. The monograph includes the research done by the authors over the last decade on weather markets. Their work has gained considerable attention, and has been applied in many contexts.
Interpersonal Pragmatics
This new landmark series of thirteen self-contained handbooks provides a comprehensive and up-to-date overview of the entire field of pragmatics. It is based on a wide conception of pragmatics as the study of intentional human interaction in social and cultural contexts. The series reflects, appraises and structures a field that is exceptionally vast, unusually heterogeneous and still rapidly expanding. In-depth articles by leading experts from around the world discuss the foundations, major theories and most recent developments of pragmatics including philosophical, sociocultural and cognitive as well as methodological, contrastive and diachronic perspectives.
Financial Modelling in Commodity Markets
Financial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets. The book offers a concise and operational vision of the main models used to represent, assess and simulate real assets and financial positions related to the commodity markets. It discusses statistical and mathematical tools important for estimating, implementing and calibrating quantitative models used for pricing and trading commodity-linked products and for managing basic and complex portfolio risks. Key features: Provides a step-by-step guide to the construction of pricing models, and for the applications of such models for the analysis of real data Written for scholars from a wide range of scientific fields, including economics and finance, mathematics, engineering and statistics, as well as for practitioners Illustrates some important pricing models using real data sets that will be commonly used in financial markets
Finance India
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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 importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial contracts on temperature, wind and rain. Based on a deep statistical analysis of weather factors, sophisticated stochastic processes are introduced modeling the time and space dynamics. Applying ideas from the modern theory of mathematical finance, weather derivatives are priced, and questions of hedging analyzed. The treatise contains an in-depth analysis of typical weather contracts traded at the Chicago Mercantile Exchange (CME), including so-called CDD and HDD futures. The statistical analysis of weather variables is based on a large data set from Lithuania.The monograph includes the research done by the authors over the last decade on weather markets. Their work has gained considerable attention, and has been applied in many contexts.
Stochastic Calculus of Variations in Mathematical Finance
Highly esteemed author Topics covered are relevant and timely
Female Sexual Function and Dysfunction
This book discusses all aspects of sexuality in women and in particular explores sexual function and dysfunction in a variety of settings, including the different stages of life and a wide range of major diseases and local conditions. The aim is to refocus attention on the needs and sexual realities of women, providing a fresh point of view that will assist gynecologists, sexual medicine physicians, and urologists in delivery of high-quality care and help women themselves to understand and address sexual problems relating to desire, arousal, orgasm, and sexual pain. Psychological aspects of female sexuality and the impacts of the aging process, pregnancy, and childbirth are carefully examined. Extensive consideration is then given to the effects on sexual function of such conditions as cardiovascular disease, cancer, diabetes, neurological disease, endometriosis, pelvic organ prolapse, urinary incontinence, reproductive disorders, sexual abuse, and drug abuse. Issues of sexual identity and female dysmorphophobias are also considered. The authors are all experts in the field and have a deep understanding of the complexities of female sexuality.
Weather Derivative Valuation
Originally published in 2005, Weather Derivative Valuation covers all the meteorological, statistical, financial and mathematical issues that arise in the pricing and risk management of weather derivatives. There are chapters on meteorological data and data cleaning, the modelling and pricing of single weather derivatives, the modelling and valuation of portfolios, the use of weather and seasonal forecasts in the pricing of weather derivatives, arbitrage pricing for weather derivatives, risk management, and the modelling of temperature, wind and precipitation. Specific issues covered in detail include the analysis of uncertainty in weather derivative pricing, time-series modelling of daily temperatures, the creation and use of probabilistic meteorological forecasts and the derivation of the weather derivative version of the Black-Scholes equation of mathematical finance. Written by consultants who work within the weather derivative industry, this book is packed with practical information and theoretical insight into the world of weather derivative pricing.
