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Actuarial sciences and quantitative finance = ICASQF, Bogota, Colombia, June 2014 /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Actuarial sciences and quantitative finance/ edited by Jaime A. Londono, Jose Garrido, Daniel Hernandez-Hernandez.
其他題名:	ICASQF, Bogota, Colombia, June 2014 /
其他題名:	ICASQF
其他作者:	Londono, Jaime A.
團體作者:	Workshop on the Preservation of Stability under Discretization
出版者:	Cham :Springer International Publishing : : 2015.,
面頁冊數:	xi, 98 p. :ill. (some col.), digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Actuarial science - Congresses. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-18239-1
ISBN:	9783319182391

Actuarial sciences and quantitative finance = ICASQF, Bogota, Colombia, June 2014 /
Actuarial sciences and quantitative financeICASQF, Bogota, Colombia, June 2014 /[electronic resource] :ICASQFedited by Jaime A. Londono, Jose Garrido, Daniel Hernandez-Hernandez. - Cham :Springer International Publishing :2015. - xi, 98 p. :ill. (some col.), digital ;24 cm. - Springer proceedings in mathematics & statistics,v.1352194-1009 ;. - Springer proceedings in mathematics & statistics ;v.24..

Modeling Electricity Spot Price Dynamics by Using Levy-Type Cox Processes: An Application to the Colombian Market -- Using Value-at-Risk (VaR) to Measure Market Risk of the Equity Inventory of a Market Maker -- Reverse mortgage schemes financing urban dynamics using the multiple decrement approach -- Speedup of Calibration and Pricing with SABR models: from equities to interest rates derivatives -- Bergman, Piterbarg and Beyond: Pricing Derivatives under Collateralization and Differential Rates.

Featuring contributions from industry and academia, this volume includes chapters covering a diverse range of theoretical and empirical aspects of actuarial science and quantitative finance, including portfolio management, derivative valuation, risk theory and the economics of insurance. Developed from the First International Congress on Actuarial Science and Quantitative Finance, held at the Universidad Nacional de Colombia in Bogota in June 2014, this volume highlights different approaches to issues arising from industries in the Andean and Carribean regions. Contributions address topics such as Reverse mortgage schemes and urban dynamics, modeling spot price dynamics in the electricity market, and optimizing calibration and pricing with SABR models.

ISBN: 9783319182391

Standard No.: 10.1007/978-3-319-18239-1doiSubjects--Topical Terms:

1067972
Actuarial science
--Congresses.

LC Class. No.: HG8781

Dewey Class. No.: 368.01

Actuarial sciences and quantitative finance = ICASQF, Bogota, Colombia, June 2014 /
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