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Title
Actuarial sciences and quantitative finance [electronic resource] : ICASQF, Bogotá, Colombia, June 2014 / Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández, editors.
ISBN
9783319182391 electronic book
3319182390 electronic book
9783319182384
3319182382
Published
Cham : Springer, 2015.
Language
English
Description
1 online resource (xi, 98 pages) : illustrations.
Other Standard Identifiers
10.1007/978-3-319-18239-1 doi
Call Number
HG8781
Dewey Decimal Classification
368/.01
Summary
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.
Note
Includes index.
Access Note
Access limited to authorized users.
Source of Description
Online resource; title from PDF title page (SpringerLink, viewed August 5, 2015).
Description based on print version record.
Series
Springer proceedings in mathematics & statistics ; volume 135. 2194-1009
Available in Other Form
Print version: 9783319182384
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.
