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)
Resource Information
The item Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014, edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014, edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
- 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
- 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
- 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
- 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
- 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)
- 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)
- 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
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Actuarial-Sciences-and-Quantitative-Finance-/XMHQMZU27p8/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Actuarial-Sciences-and-Quantitative-Finance-/XMHQMZU27p8/">Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014, edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández, (electronic resource)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>