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...
Zapisane w:
| Korporacja: | |
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| Kolejni autorzy: | , , |
| Format: | Elektroniczne E-book |
| Język: | English |
| Wydane: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
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| Wydanie: | 1st ed. 2015. |
| Seria: | Springer Proceedings in Mathematics & Statistics,
135 |
| Hasła przedmiotowe: | |
| Dostęp online: | https://doi.org/10.1007/978-3-319-18239-1 |
| Etykiety: |
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Spis treści:
- 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.