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The Resource Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014, edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández, (electronic resource)

Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014, edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández, (electronic resource)

Editor
Contributor
Summary
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
Language
eng
Work
Publication
Edition
1st ed. 2015.
Extent
XI, 98 p. 27 illus., 25 illus. in color.
Contents
  • 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
Isbn
9783319182391
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-3-319-18239-1
Instance
Label
Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014
Title
Actuarial Sciences and Quantitative Finance
Title remainder
ICASQF, Bogotá, Colombia, June 2014
Statement of responsibility
edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández
Contributor
Editor
Subject
Language
eng
Summary
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
Member of
Image bit depth
0
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Londoño, Jaime A.
  • Garrido, José.
  • Hernández-Hernández, Daniel.
  • SpringerLink (Online service)
Series statement
Springer Proceedings in Mathematics & Statistics,
Series volume
135
http://library.link/vocab/subjectName
  • Mathematics
  • Economics, Mathematical
  • Actuarial science
  • Statistics
Label
Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014, edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-3-319-18239-1
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier.
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
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
Control code
978-3-319-18239-1
Dimensions
unknown
Edition
1st ed. 2015.
Extent
XI, 98 p. 27 illus., 25 illus. in color.
File format
multiple file formats
Form of item
electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319182391
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia.
Media type code
  • c
Other control number
10.1007/978-3-319-18239-1
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1086462332
Label
Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014, edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-3-319-18239-1
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier.
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
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
Control code
978-3-319-18239-1
Dimensions
unknown
Edition
1st ed. 2015.
Extent
XI, 98 p. 27 illus., 25 illus. in color.
File format
multiple file formats
Form of item
electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319182391
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia.
Media type code
  • c
Other control number
10.1007/978-3-319-18239-1
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1086462332

Subject

Member of

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