| Dewey Class |
368.01 |
| Title |
Actuarial Sciences and Quantitative Finance ([EBook]) : ICASQF, Bogotá, Colombia, June 2014 / edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández. |
| Added Personal Name |
Londoño, Jaime A. |
| Garrido, José |
| Hernández-Hernández, Daniel |
| Other name(s) |
SpringerLink (Online service) |
| Edition statement |
1st ed. 2015. |
| Publication |
Cham : Springer International Publishing , 2015. |
| Physical Details |
XI, 98 pages, 27 illus., 25 illus. in color. : online resource. |
| Series |
Springer Proceedings in Mathematics & Statistics 2194-1009 ; ; 135 |
| ISBN |
9783319182391 |
| Summary Note |
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.: |
| Contents note |
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. |
| System details note |
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users). |
| Internet Site |
http://dx.doi.org/10.1007/978-3-319-18239-1 |
| Links to Related Works |
Subject References:
Authors:
Corporate Authors:
Series:
Classification:
|
|---|
