pricing of weather derivatives basics concepts and method for modeling of surface air temperature

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Snow Removal And Ice Control Technology

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ISBN : 0309062160
Genre : Ice Prevention
File Size : 60. 50 MB
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The objective of the symposium was to provide a forum for the exchange of information about state-of-the-art research and technology applications to improve snow removal and ice control operations in transportation systems. Sixty-one papers were presented in the areas of policy and management, infrastructure and snow control, materials and applications, equipment, travel surface, environment and health, road weather information systems and forecasting, and safety and visibility. Papers were authored by maintenance engineers and researchers from Austria, the Czech Republic, Denmark, Finland, Germany, Japan, New Zealand, the Netherlands, Norway, Russia, Sweden, the United Kingdom, and the United States. Twenty-one of these papers are included in this publication.

Weather Derivatives

Author : Antonis Alexandridis K.
ISBN : 9781461460718
Genre : Business & Economics
File Size : 35. 32 MB
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​Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to minimize risk associated with adverse or unexpected weather conditions. Just as traditional contingent claims, a weather derivative has an underlying measure, such as: rainfall, wind, snow or temperature. Nearly $1 trillion of the U.S. economy is directly exposed to weather-related risk. More precisely, almost 30% of the U.S. economy and 70% of U.S. companies are affected by weather. The purpose of this monograph is to conduct an in-depth analysis of financial products that are traded in the weather market. Presenting a pricing and modeling approach for weather derivatives written on various underlying weather variables will help students, researchers, and industry professionals accurately price weather derivatives, and will provide strategies for effectively hedging against weather-related risk. This book will link the mathematical aspects of the modeling procedure of weather variables to the financial markets and the pricing of weather derivatives. Very little has been published in the area of weather risk, and this volume will appeal to graduate-level students and researchers studying financial mathematics, risk management, or energy finance, in addition to investors and professionals within the financial services industry. ​

Energy And Power Risk Management

Author : Alexander Eydeland
ISBN : 9780471455875
Genre : Business & Economics
File Size : 44. 95 MB
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Praise for Energy and Power Risk Management "Energy and Power Risk Management identifies and addresses the key issues in the development of the turbulent energy industry and the challenges it poses to market players. An insightful and far-reaching book written by two renowned professionals." -Helyette Geman, Professor of Finance University Paris Dauphine and ESSEC "The most up-to-date and comprehensive book on managing energy price risk in the natural gas and power markets. An absolute imperative for energy traders and energy risk management professionals." -Vincent Kaminski, Managing Director Citadel Investment Group LLC "Eydeland and Wolyniec's work does an excellent job of outlining the methods needed to measure and manage risk in the volatile energy market." -Gerald G. Fleming, Vice President, Head of East Power Trading, TXU Energy Trading "This book combines academic rigor with real-world practicality. It is a must-read for anyone in energy risk management or asset valuation." -Ron Erd, Senior Vice President American Electric Power

Climate Modeling For Scientists And Engineers

Author : John B. Drake
ISBN : 9781611973549
Genre : Climatology
File Size : 20. 70 MB
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Climate modeling and simulation teach us about past, present, and future conditions of life on earth and help us understand observations about the changing atmosphere and ocean and terrestrial ecology. Focusing on high-end modeling and simulation of earth's climate, Climate Modeling for Scientists and Engineers presents observations about the general circulations of the earth and the partial differential equations used to model the dynamics of weather and climate, covers numerical methods for geophysical flows in more detail than many other texts, discusses parallel algorithms and the role of high-performance computing used in the simulation of weather and climate, and provides supplemental lectures and MATLAB® exercises on an associated Web page.

Atmospheric Modeling Data Assimilation And Predictability

Author : Eugenia Kalnay
ISBN : 0521796296
Genre : Mathematics
File Size : 62. 26 MB
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This book, first published in 2002, is a graduate-level text on numerical weather prediction, including atmospheric modeling, data assimilation and predictability.

Modeling Of Atmospheric Chemistry

Author : Guy P. Brasseur
ISBN : 9781107146969
Genre : Nature
File Size : 86. 38 MB
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Mathematical modeling of atmospheric composition is a formidable scientific and computational challenge. This comprehensive presentation of the modeling methods used in atmospheric chemistry focuses on both theory and practice, from the fundamental principles behind models, through to their applications in interpreting observations. An encyclopaedic coverage of methods used in atmospheric modeling, including their advantages and disadvantages, makes this a one-stop resource with a large scope. Particular emphasis is given to the mathematical formulation of chemical, radiative, and aerosol processes; advection and turbulent transport; emission and deposition processes; as well as major chapters on model evaluation and inverse modeling. The modeling of atmospheric chemistry is an intrinsically interdisciplinary endeavour, bringing together meteorology, radiative transfer, physical chemistry and biogeochemistry, making the book of value to a broad readership. Introductory chapters and a review of the relevant mathematics make this book instantly accessible to graduate students and researchers in the atmospheric sciences.

Climate Time Series Analysis

Author : Manfred Mudelsee
ISBN : 9048194822
Genre : Science
File Size : 34. 21 MB
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Climate is a paradigm of a complex system. Analysing climate data is an exciting challenge, which is increased by non-normal distributional shape, serial dependence, uneven spacing and timescale uncertainties. This book presents bootstrap resampling as a computing-intensive method able to meet the challenge. It shows the bootstrap to perform reliably in the most important statistical estimation techniques: regression, spectral analysis, extreme values and correlation. This book is written for climatologists and applied statisticians. It explains step by step the bootstrap algorithms (including novel adaptions) and methods for confidence interval construction. It tests the accuracy of the algorithms by means of Monte Carlo experiments. It analyses a large array of climate time series, giving a detailed account on the data and the associated climatological questions. This makes the book self-contained for graduate students and researchers.

Fundamentals Of Atmospheric Modeling

Author : Mark Z. Jacobson
ISBN : 0521637171
Genre : Science
File Size : 20. 54 MB
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Comprehensive graduate text describing the atmospheric processes, numerical methods, and computational techniques needed for those studying air pollution and meteorology.

Extreme Events And Natural Hazards

Author : A. Surjalal Sharma
ISBN : 9781118671849
Genre : Science
File Size : 55. 74 MB
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Published by the American Geophysical Union as part of the Geophysical Monograph Series, Volume 196. Extreme Events and Natural Hazards: The Complexity Perspective examines recent developments in complexity science that provide a new approach to understanding extreme events. This understanding is critical to the development of strategies for the prediction of natural hazards and mitigation of their adverse consequences. The volume is a comprehensive collection of current developments in the understanding of extreme events. The following critical areas are highlighted: understanding extreme events, natural hazard prediction and development of mitigation strategies, recent developments in complexity science, global change and how it relates to extreme events, and policy sciences and perspective. With its overarching theme, Extreme Events and Natural Hazards will be of interest and relevance to scientists interested in nonlinear geophysics, natural hazards, atmospheric science, hydrology, oceanography, tectonics, and space weather.

Time And Methods In Environmental Interfaces Modelling

Author : Dragutin T Mihailovic
ISBN : 9780444639233
Genre : Science
File Size : 56. 92 MB
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Time and Methods in Environmental Interfaces Modelling: Personal Insights considers the use of time in environmental interfaces modeling and introduce new methods, from the global scale (e.g. climate modeling) to the micro scale (e.g. cell and nanotubes modeling), which primarily arise from the personal research insights of the authors. As the field of environmental science requires the application of new fundamental approaches that can lead to a better understanding of environmental phenomena, this book helps necessitate new approaches in modeling, including category theory, that follow new achievements in physics, mathematics, biology, and chemistry. Includes the use of new mathematical tools, such as category theory, mathematical theory of general systems and formal concept analysis, matrix theory tools, stability analysis, and pseudospectra Presents new content related to time in relation to physics and biology Combines the word of an experienced author team with over 35 papers of collective experience

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