語系:
繁體中文
English
說明(常見問題)
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Actuarial Sciences and Quantitative ...
~
SpringerLink (Online service)
Actuarial Sciences and Quantitative Finance = ICASQF, Bogotá, 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. Londoño, José Garrido, Daniel Hernández-Hernández.
其他題名:
ICASQF, Bogotá, Colombia, June 2014 /
其他作者:
Londoño, Jaime A.
面頁冊數:
XI, 98 p. 27 illus., 25 illus. in color.online resource. :
Contained By:
Springer Nature eBook
標題:
Actuarial science. -
電子資源:
https://doi.org/10.1007/978-3-319-18239-1
ISBN:
9783319182391
Actuarial Sciences and Quantitative Finance = ICASQF, Bogotá, Colombia, June 2014 /
Actuarial Sciences and Quantitative Finance
ICASQF, Bogotá, Colombia, June 2014 /[electronic resource] :edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández. - 1st ed. 2015. - XI, 98 p. 27 illus., 25 illus. in color.online resource. - Springer Proceedings in Mathematics & Statistics,1352194-1009 ;. - Springer Proceedings in Mathematics & Statistics,125.
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 Bogotá 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:
943795
Actuarial science.
LC Class. No.: HG8779-8793
Dewey Class. No.: 368.01
Actuarial Sciences and Quantitative Finance = ICASQF, Bogotá, Colombia, June 2014 /
LDR
:02796nam a22004095i 4500
001
965761
003
DE-He213
005
20200629225541.0
007
cr nn 008mamaa
008
201211s2015 gw | s |||| 0|eng d
020
$a
9783319182391
$9
978-3-319-18239-1
024
7
$a
10.1007/978-3-319-18239-1
$2
doi
035
$a
978-3-319-18239-1
050
4
$a
HG8779-8793
072
7
$a
KFFN
$2
bicssc
072
7
$a
BUS033000
$2
bisacsh
072
7
$a
KFFN
$2
thema
082
0 4
$a
368.01
$2
23
245
1 0
$a
Actuarial Sciences and Quantitative Finance
$h
[electronic resource] :
$b
ICASQF, Bogotá, Colombia, June 2014 /
$c
edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández.
250
$a
1st ed. 2015.
264
1
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2015.
300
$a
XI, 98 p. 27 illus., 25 illus. in color.
$b
online resource.
336
$a
text
$b
txt
$2
rdacontent
337
$a
computer
$b
c
$2
rdamedia
338
$a
online resource
$b
cr
$2
rdacarrier
347
$a
text file
$b
PDF
$2
rda
490
1
$a
Springer Proceedings in Mathematics & Statistics,
$x
2194-1009 ;
$v
135
505
0
$a
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.
520
$a
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 Bogotá 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.
650
0
$a
Actuarial science.
$3
943795
650
0
$a
Economics, Mathematical .
$3
1253712
650
0
$a
Statistics .
$3
1253516
650
1 4
$a
Actuarial Sciences.
$3
884190
650
2 4
$a
Quantitative Finance.
$3
669372
650
2 4
$a
Statistics for Business, Management, Economics, Finance, Insurance.
$3
1211158
700
1
$a
Londoño, Jaime A.
$e
editor.
$4
edt
$4
http://id.loc.gov/vocabulary/relators/edt
$3
1261389
700
1
$a
Garrido, José.
$e
editor.
$4
edt
$4
http://id.loc.gov/vocabulary/relators/edt
$3
1261390
700
1
$a
Hernández-Hernández, Daniel.
$e
editor.
$4
edt
$4
http://id.loc.gov/vocabulary/relators/edt
$3
1261391
710
2
$a
SpringerLink (Online service)
$3
593884
773
0
$t
Springer Nature eBook
776
0 8
$i
Printed edition:
$z
9783319182384
776
0 8
$i
Printed edition:
$z
9783319182407
776
0 8
$i
Printed edition:
$z
9783319356679
830
0
$a
Springer Proceedings in Mathematics & Statistics,
$x
2194-1009 ;
$v
125
$3
1253690
856
4 0
$u
https://doi.org/10.1007/978-3-319-18239-1
912
$a
ZDB-2-SMA
912
$a
ZDB-2-SXMS
950
$a
Mathematics and Statistics (SpringerNature-11649)
950
$a
Mathematics and Statistics (R0) (SpringerNature-43713)
筆 0 讀者評論
多媒體
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼[密碼必須為2種組合(英文和數字)及長度為10碼以上]
登入