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Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014 / edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández
(Springer Proceedings in Mathematics & Statistics. ISSN:21941017 ; 135)
版 | 1st ed. 2015. |
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出版者 | (Cham : Springer International Publishing : Imprint: Springer) |
出版年 | 2015 |
本文言語 | 英語 |
大きさ | XI, 98 p. 27 illus., 25 illus. in color : online resource |
著者標目 | Londoño, Jaime A editor Garrido, José editor Hernández-Hernández, Daniel 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 | 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 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 HTTP:URL=https://doi.org/10.1007/978-3-319-18239-1 |
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Springer eBooks | 9783319182391 |
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EB00231576 |
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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 | 4000117890 |
ISBN | 9783319182391 |
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※2017年9月4日以降