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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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Détails bibliographiques
Collectivité auteur: SpringerLink (Online service)
Autres auteurs: Londoño, Jaime A. (Éditeur intellectuel, http://id.loc.gov/vocabulary/relators/edt), Garrido, José. (Éditeur intellectuel, http://id.loc.gov/vocabulary/relators/edt), Hernández-Hernández, Daniel. (Éditeur intellectuel, http://id.loc.gov/vocabulary/relators/edt)
Format: Électronique eBook
Langue:English
Publié: Cham : Springer International Publishing : Imprint: Springer, 2015.
Édition:1st ed. 2015.
Collection:Springer Proceedings in Mathematics & Statistics, 135
Sujets:
Actuarial science.
Economics, Mathematical .
Statistics .
Actuarial Sciences.
Quantitative Finance.
Statistics for Business, Management, Economics, Finance, Insurance.
Accès en ligne:https://doi.org/10.1007/978-3-319-18239-1
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Table des matières:
  • 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.

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