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Actuarial Sciences and Quantitative Finance

ICASQF, Bogotá, Colombia, June 2014

Language EnglishEnglish
Book Hardback
Book Actuarial Sciences and Quantitative Finance Jaime A. Londo?o
Libristo code: 09260116
Publishers Springer International Publishing AG, August 2015
Featuring contributions from industry and academia, this volume includes chapters covering a diverse... Full description
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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.

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About the book

Full name Actuarial Sciences and Quantitative Finance
Author Jaime A. Londo?o, José Garrido, Daniel Hernández-Hernández
Language English
Binding Book - Hardback
Date of issue 2015
Number of pages 98
EAN 9783319182384
ISBN 3319182382
Libristo code 09260116
Publishers Springer International Publishing AG
Weight 363
Dimensions 155 x 235 x 242

Categories

Place qualifiers > The Americas > Latin America - Mexico, Central America, South America > South America > Colombia
Economics, Finance, Business & Management > Finance & accounting > Finance > Insurance & actuarial studies
Mathematics & Science > Mathematics > Probability & statistics
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