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Actuarial Sciences and Quantitative Finance : ICASQF2016, Cartagena, Colombia, June 2016 / edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc
(Springer Proceedings in Mathematics & Statistics. ISSN:21941017 ; 214)
版 | 1st ed. 2017. |
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出版者 | (Cham : Springer International Publishing : Imprint: Springer) |
出版年 | 2017 |
本文言語 | 英語 |
大きさ | IX, 174 p. 50 illus., 42 illus. in color : online resource |
著者標目 | Londoño, Jaime A editor Garrido, José editor Jeanblanc, Monique editor SpringerLink (Online service) |
件 名 | LCSH:Actuarial science LCSH:Social sciences -- Mathematics 全ての件名で検索 LCSH:Statistics FREE:Actuarial Mathematics FREE:Mathematics in Business, Economics and Finance FREE:Statistics in Business, Management, Economics, Finance, Insurance |
一般注記 | Part I: Actuarial Sciences -- Robust paradigm applied to parameter reduction in actuarial triangle models -- Unlocking reserve assumptions using retrospective analysis -- Spatial Statistical tools to assess mortality differences in Europe -- Stochastic control for insurance: Models, Strategies and Numerics -- Stochastic control for insurance: new problems and methods -- Part II: Quantitative Finance -- Bermudan option valuation under state-department models -- Option-Implied Objective Measures of Market Risk with Leverage -- The Sustainable Black-Scholes Equations -- Author Index Developed from the Second International Congress on Actuarial Science and Quantitative Finance, this volume showcases the latest progress in all theoretical and empirical aspects of actuarial science and quantitative finance. Held at the Universidad de Cartagena in Cartegena, Colombia in June 2016, the conference emphasized relations between industry and academia and provided a platform for practitioners to discuss problems arising from the financial and insurance industries in the Andean and Caribbean regions. Based on invited lectures as well as carefully selected papers, these proceedings address topics such as statistical techniques in finance and actuarial science, portfolio management, risk theory, derivative valuation and economics of insurance HTTP:URL=https://doi.org/10.1007/978-3-319-66536-8 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783319665368 |
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EB00228731 |
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データ種別 | 電子ブック |
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分 類 | LCC:HG8779-8793 DC23:368.01 |
書誌ID | 4000115885 |
ISBN | 9783319665368 |
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※2017年9月4日以降