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000733542 019__ $$a916529878
000733542 020__ $$a9783319182391$$qelectronic book
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000733542 0247_ $$a10.1007/978-3-319-18239-1$$2doi
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000733542 1112_ $$aInternational Congress on Actuarial Science and Quantitative Finance$$n(1st :$$d2014 :$$cBogotá, Colombia)
000733542 24510 $$aActuarial sciences and quantitative finance$$h[electronic resource] :$$bICASQF, Bogotá, Colombia, June 2014 /$$cJaime A. Londoño, José Garrido, Daniel Hernández-Hernández, editors.
000733542 2463_ $$aICASQF
000733542 264_1 $$aCham :$$bSpringer,$$c2015.
000733542 300__ $$a1 online resource (xi, 98 pages) :$$billustrations.
000733542 336__ $$atext$$btxt$$2rdacontent
000733542 337__ $$acomputer$$bc$$2rdamedia
000733542 338__ $$aonline resource$$bcr$$2rdacarrier
000733542 4901_ $$aSpringer proceedings in mathematics & statistics,$$x2194-1009 ;$$vvolume 135
000733542 500__ $$aIncludes index.
000733542 5050_ $$aModeling Electricity Spot Price Dynamics by Using Levy-Type Cox Processes: An Application to the Colombian Market -- Using Value-at-Risk (VaR) to Measure Market Risk of the Equity Inventory of a Market Maker.- Reverse mortgage schemes financing urban dynamics using the multiple decrement approach -- Speedup of Calibration and Pricing with SABR models: from equities to interest rates derivatives -- Bergman, Piterbarg and Beyond: Pricing Derivatives under Collateralization and Differential Rates.
000733542 506__ $$aAccess limited to authorized users.
000733542 520__ $$aFeaturing contributions from industry and academia, this volume includes chapters covering a diverse range of theoretical and empirical aspects of actuarial science and quantitative finance, including portfolio management, derivative valuation, risk theory and the economics of insurance. Developed from the First International Congress on Actuarial Science and Quantitative Finance, held at the Universidad Nacional de Colombia in Bogotá in June 2014, this volume highlights different approaches to issues arising from industries in the Andean and Carribean regions. Contributions address topics such as Reverse mortgage schemes and urban dynamics, modeling spot price dynamics in the electricity market, and optimizing calibration and pricing with SABR models.
000733542 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed August 5, 2015).
000733542 588__ $$aDescription based on print version record.
000733542 650_0 $$aActuarial science$$vCongresses.
000733542 650_0 $$aInsurance$$xMathematics$$vCongresses.
000733542 7001_ $$aLondoño, Jaime A.,$$eeditor.
000733542 7001_ $$aGarrido, José,$$eeditor.
000733542 7001_ $$aHernández-Hernández, Daniel,$$eeditor.
000733542 77608 $$iPrint version:$$z9783319182384
000733542 830_0 $$aSpringer proceedings in mathematics & statistics ;$$vvolume 135.$$x2194-1009
000733542 85280 $$bebk$$hSpringerLink
000733542 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-18239-1$$zOnline Access$$91397441.1
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000733542 980__ $$aEBOOK
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