Actuarial Sciences and Quantitative Finance
ICASQF, Bogotá, Colombia, June 2014
Erschienen am 22. Oktober 2016
Buch
Softcover
XI, 98 Seiten
978-3-319-35667-9 (ISBN)
Beschreibung
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.
Weitere Details
Reihe
Auflage
Softcover reprint of the original 1st ed. 2015
Sprache
Englisch
Verlagsort
Cham
Schweiz
Verlagsgruppe
Springer International Publishing
Zielgruppe
Für Beruf und Forschung
Illustrationen
2 s/w Abbildungen, 25 farbige Abbildungen
XI, 98 p. 27 illus., 25 illus. in color.
Maße
Höhe: 235 mm
Breite: 155 mm
Dicke: 7 mm
Gewicht
204 gr
ISBN-13
978-3-319-35667-9 (9783319356679)
DOI
10.1007/978-3-319-18239-1
Schweitzer Klassifikation
Weitere Ausgaben
Andere Ausgaben
Jaime A. Londoño | José Garrido | Daniel Hernández-Hernández
Actuarial Sciences and Quantitative Finance
ICASQF, Bogotá, Colombia, June 2014
Buch
08/2015
Springer
106,99 €
Sofort lieferbar
Inhalt
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.