Publisher: Cambridge University Press
Number of pages: 392
Weight: 820 g
Dimensions: 244 x 170 x 22 mm
Review of the hardback: 'The weather derivatives market is exciting, dynamic and growing. This book is the most complete treatment I have seen of the many issues surrounding valuation of weather derivatives, starting from the basic principles, and then covering all the bases including meteorological data analysis, pricing, portfolio management, incorporation of forecasts and risk management. As a practitioner in the market, I found this book comprehensive and excellently written. Jewson and Brix have taken a complex subject and made it both interesting to read and easy to understand. I would have no hesitation in recommending it to others, both experts in the field and those approaching the subject for the first time.' Gearoid Lane, Centrica
Review of the hardback: 'The book covers all of the latest topics in weather derivative pricing, valuation and risk management in a way that is rigorous, and yet also accessible to the non-mathematician. Highly recommended for all involved in weather derivatives, whether they are hedgers, traders, investors, marketers or risk managers.' Martin Jones, Chief Investment Officer, Coriolis Capital Limited
"This is the first book to cover all the meteorological, statistical, financial, and mathematical issues that rise in pricing and risk management of weather derivatives. Abstracts of Public Administration, Development, and the Environment
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