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Actuarial sciences and quantitative finance[electronic resource] :ICASQF, Bogota, Colombia, June 2014 /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	368.01
書名/作者:	Actuarial sciences and quantitative finance : ICASQF, Bogota, Colombia, June 2014 // edited by Jaime A. Londono, Jose Garrido, Daniel Hernandez-Hernandez.
其他題名:	ICASQF
其他作者:	Londono, Jaime A.
團體作者:	Clark Conference
出版者:	Cham : : Springer International Publishing :, 2015.
面頁冊數:	xi, 98 p. : : ill. (some col.), digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Actuarial science - Congresses.
標題:	Insurance - Congresses. - Mathematics
標題:	Mathematics.
標題:	Actuarial Sciences.
標題:	Quantitative Finance.
標題:	Statistics for Business/Economics/Mathematical Finance/Insurance.
ISBN:	9783319182391
ISBN:	9783319182384
內容註:	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.
摘要、提要註:	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 Bogota 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.
電子資源:	http://dx.doi.org/10.1007/978-3-319-18239-1

Actuarial sciences and quantitative finance[electronic resource] :ICASQF, Bogota, Colombia, June 2014 /
Actuarial sciences and quantitative financeICASQF, Bogota, Colombia, June 2014 /[electronic resource] :ICASQFedited by Jaime A. Londono, Jose Garrido, Daniel Hernandez-Hernandez. - Cham :Springer International Publishing :2015. - xi, 98 p. :ill. (some col.), digital ;24 cm. - Springer proceedings in mathematics & statistics,v.1352194-1009 ;. - Springer proceedings in mathematics & statistics ;v.70..

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.

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 Bogota 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.

ISBN: 9783319182391

Standard No.: 10.1007/978-3-319-18239-1doiSubjects--Topical Terms:

634193
Actuarial science
--Congresses.

LC Class. No.: HG8781

Dewey Class. No.: 368.01

Actuarial sciences and quantitative finance[electronic resource] :ICASQF, Bogota, Colombia, June 2014 /
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