Actuarial Sciences and Quantitative Finance : ICASQF, Bogota, Colombia, June 2014 PDF
Edited by Jaime A. Londono, Jose Garrido, Daniel Hernandez-Hernandez
Part of the Springer Proceedings in Mathematics & Statistics series
Description
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 Bogota 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.
Information
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Download - Immediately Available
- Format:PDF
- Publisher:Springer International Publishing
- Publication Date:01/08/2015
- Category:
- ISBN:9783319182391
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Springer International Publishing
- Publication Date:01/08/2015
- Category:
- ISBN:9783319182391
