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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Londoño, Jaime A. (Επιμελητής έκδοσης), Garrido, José (Επιμελητής έκδοσης), Hernández-Hernández, Daniel (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2015.
Έκδοση:1st ed. 2015.
Σειρά:Springer Proceedings in Mathematics & Statistics, 135
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • 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.