TY  - GEN
AB  - 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.
AU  - Londoño, Jaime A.,
AU  - Garrido, José,
AU  - Hernández-Hernández, Daniel,
CN  - SpringerLink
CN  - HG8781
DO  - 10.1007/978-3-319-18239-1
DO  - doi
ID  - 733542
KW  - Actuarial science
KW  - Insurance
LK  - https://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-18239-1
N1  - Includes index.
N2  - 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.
SN  - 9783319182391
SN  - 3319182390
T1  - Actuarial sciences and quantitative financeICASQF, Bogotá, Colombia, June 2014 /
TI  - Actuarial sciences and quantitative financeICASQF, Bogotá, Colombia, June 2014 /
UR  - https://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-18239-1
VL  - volume 135
ER  -