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weather derivatives and stochastic modelling of temperature天气衍生品和随机建模的温度.pdf 22页
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weather derivatives and stochastic modelling of temperature天气衍生品和随机建模的温度
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Hindawi Publishing Corporation
International Journal of Stochastic Analysis
Volume 2011, Article ID
doi:10.6791
Research Article
Weather Derivatives and Stochastic
Modelling of Temperature
Fred Espen Benth
and Jurate Saltyte Benth
1 Center of Mathematics for Applications, University of Oslo, P.O. Box 1053 Blindern, 0316 Oslo, Norway
2 School of Management, University of Agder, Serviceboks 422, 4604 Kristiansand, Norway
3 H?KH, Research Centre, Akershus University Hospital, L?renskog, Norway
4 Faculty Division Akershus University Hospital, University of Oslo, Oslo, Norway
Correspondence should be addressed to Fred Espen Benth, fredb@math.uio.no
Received 31 January 2011; Revised 4 May 2011; Accepted 17 May 2011
Academic Editor: Maria J. Lopez-Herrero
Copyright q 2011 F. E. Benth and J. Saltyte Benth. This is an open access article distributed under
Attribution
unrestricted
distribution,
reproduction in any medium, provided the original work is properly cited.
We propose a continuous-time autoregressive model for the temperature dynamics with volatility
being the product of a seasonal function and a stochastic process. We use the Barndorff-Nielsen
and Shephard model for the stochastic volatility. The proposed temperature dynamics is flexible
enough to model temperature data accurately, and at the same time being analytically tractable.
Futures prices for commonly
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cannot determine your email name unless you choose to type it. Allowing a website to create a cookie does not give that or any other site access to the
rest of your computer, and only the site that created the cookie can read it.From Wikipedia, the free encyclopedia
Lloyd Espenschied (27 April 1889 – June 1, 1986) was an
who invented the modern
Lloyd Espenschied (born in Baden, North
on April 27, 1889) was the son of Frederick F. (Fred) Espenschied (January 3, 1856 - July 22, 1908) and Clara M. Espenschied. He had two siblings, Frederic F. and Clare.
In 1875, Lloyd's father Frederick (Fred) graduated from the St. Louis Law School (which is today part of ). Fred served as private secretary to his brother-in-law Mayor . Under Mayor , Fred later became
before becoming State Senator from 1891-93. Fred married Clara M. Espenschied of Brooklyn, New York on July 19, 1880. They had three children, including Frederic F., Clare, and Lloyd.
Lloyd's grandfather was a successful Western wagon-maker. Louis Espenschied, who was Fred's father, was the owner of Louis Espenschied Wagon Co.
When Lloyd was twelve, his father died. Lloyd accompanied his mother back to her parents' home in
in 1901. By 1904, he was already exploring wireless and became an . He later worked for the . He graduated from the
in electrical engineering in 1909.
Espenschied worked as an engineer for
from . He later worked for American Telephone and Telegraph Company, before directing high-frequency transmission development for Bell Telephone Laboratories.
In 1916 while at , he co-created with , the first modern , which paved the way for television. The cable advanced long distance telephone service, making it possible to carry thousands of simultaneous phone calls on long distance circuits. In 1930, he applied for a patent on a device based on a mathematical analysis used by the
invented by
at . Espenschied was the holder of more than 100 patents in both wire and radio communication systems.
In April, 1912, Espenschied married another Pratt student Ethel Fairfield Lovejoy, known as "Lovey". Lloyd was an avid genealogist of the Espenschied/Esbenshade/Espenshade family, visiting Germany for the purpose of extensive research.
While abroad, Espenschied was able to ascertain the German background of his family. Returning to St. Louis in 1937-38 to trace the American family pattern, he discovered that the original Louis Espenschied wagon plant and home were gone and that the Luedinghaus-Espenschied Wagon Company had been deserted.
Lloyd Espenschied died on June 1, 1986 at a
. . July 4, 1986. Lloyd Espenschied, co-inventor of the coaxial cable, which paved the way for television transmission, died June 21 at a nursing home in Holmdel, N.J. He was 97 years old and lived in Kew Gardens, Queens. Mr. Espenschied, an electrical engineer, was a member of the technical staff at the American Telephone and Telegraph Company Bell Laboratories and holder of more than 100 patents in both wire and radio communications systems. He retired as staff research consultant in 1954, after 43 years with the company.
Froehlich, Fritz E.; Kent, Allen (1994). . 7. New York: Marcel Dekker, Inc. p. 361.  .
Espenschied, Lloyd (January 5, 1962). "Louis Espenschied and His Family". Missouri Historical Society Bulletin (St. Louis, Missouri). XVIII (2): 87–103.
. iwhipple.org.
Espenschied, Lloyd. .
. . Espenschied was born in St. Louis and graduated from Pratt Institute in electrical engineering, 1909; on staff of the Telefunken Wireless Telegraph Company, 1909-10; worked for American Telephone and Telegraph Company in various capacities, 1910-34; directed high-frequency transmission development for Bell Telephone Laboratories, 1934-37. ...
Solving the problem of fog flying. New York City: Daniel Guggenheim Fund for the Promotion of Aeronautics, p.29, 1929.p
Bennitt, M Stockbridge, Frank Parker (). . Universal exposition publishing Company.
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