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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| Autor Corporativo: | |
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| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Lenguaje: | English |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
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| Edición: | 1st ed. 2015. |
| Series: | Springer Proceedings in Mathematics & Statistics,
135 |
| Materias: | |
| Acceso en línea: | https://doi.org/10.1007/978-3-319-18239-1 |
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Tabla de Contenidos:
- 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.