Actuarial Sciences and Quantitative Finance, 1st ed. 2015 ICASQF, Bogotá, Colombia, June 2014 Springer Proceedings in Mathematics & Statistics Series, Vol. 135
Coordonnateurs : Londoño Jaime A., Garrido José, Hernández-Hernández Daniel
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.
Showcases recent research on topics in actuarial science and quantitative finance
Spotlights research originating in and focusing on the Andean and Caribbean regions
Covers a wide variety of subtopics, including statistical techniques in finance, derivative valuation, risk theory and the economics of insurance
Date de parution : 10-2016
Ouvrage de 98 p.
15.5x23.5 cm
Date de parution : 08-2015
Ouvrage de 98 p.
15.5x23.5 cm