Actuarial Sciences and Quantitative Finance ICASQF, Bogotá, Colombia, June 2014 /

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 f...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Londoño, Jaime A. (Editor ), Garrido, José (Editor ), Hernández-Hernández, Daniel (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Colección:Springer Proceedings in Mathematics & Statistics, 135
Temas:
Actuarial science.
Social sciences-Mathematics.
Statistics .
Actuarial Mathematics.
Mathematics in Business, Economics and Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
Acceso en línea:Texto Completo
Descripción
Sumario: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.
Descripción Física:XI, 98 p. 27 illus., 25 illus. in color. online resource.
ISBN:9783319182391
ISSN:2194-1017 ;

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