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.
€96.29
Table des matières
Modeling Electricity Spot Price Dynamics by Using Levy-Type Cox Processes: An Application to the Colombian Market.- Using Value-at-Risk (Va R) 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.
Langue Anglais ● Format PDF ● Pages 98 ● ISBN 9783319182391 ● Taille du fichier 2.6 MB ● Éditeur Jaime A. Londoño & José Garrido ● Maison d’édition Springer International Publishing ● Lieu Cham ● Pays CH ● Publié 2015 ● Téléchargeable 24 mois ● Devise EUR ● ID 4443201 ● Protection contre la copie DRM sociale
Plus d’ebooks du même auteur(s) / Éditeur
1 327 Ebooks dans cette catégorie
