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Actuarial Sciences and Quantitative Finance

Name: Actuarial Sciences and Quantitative Finance
Brand: Springer International Publishing AG
SKU: 09260116
Price: 90.79 EUR
Availability: InStock
Author: Jaime A. Londo?o
ISBN: 9783319182384

ICASQF, Bogotá, Colombia, June 2014

Jaime A. Londo?o

José Garrido

Daniel Hernández-Hernández

Lingua

Inglese

Libro Rigido

Codice Libristo: 09260116

Casa editrice Springer International Publishing AG, agosto 2015

Featuring contributions from industry and academia, this volume includes chapters covering a diverse... Descrizione completa

Codice Libristo: 09260116

222 b

90.79 €

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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.