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7 - Modelling portfolios
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1 - Weather derivatives and the weather derivatives market
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A - Trend models
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D - Expected pay-offs for normally distributed indices
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B - Parameter estimation
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Frontmatter
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3 - The valuation of single contracts using burn analysis
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E - Pay-off variances for normally distributed indices
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11 - Arbitrage pricing models
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8 - Managing portfolios
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Index
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5 - Further topics in the valuation of single contracts
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Weather Derivative Valuation
- The Meteorological, Statistical, Financial and Mathematical Foundations
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C - Goodness of fit tests
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H - The beta for a normally distributed index
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13 - Modelling non-temperature data
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F - Greeks for normally distributed indices
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I - Simulation methods
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G - Exact solutions for the kernel density
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4 - The valuation of single contracts using index modelling
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- 10 March 2005, pp 73-93
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