Actuarial sciences and quantitative finance: ICASQF, Bogotá, Colombia, June 2014
Gespeichert in:
| Format: | Elektronisch Tagungsbericht E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Cham [u.a.]
Springer
2015
|
| Schriftenreihe: | Springer Proceedings in Mathematics & Statistics
135 |
| Schlagworte: | |
| Online-Zugang: | BTU01 FRO01 TUM01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract |
| Beschreibung: | 1 Online-Ressource (XI, 98 S.) 27 illus., 25 illus. in color |
| ISBN: | 9783319182391 |
| ISSN: | 2194-1009 |
| DOI: | 10.1007/978-3-319-18239-1 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV042788252 | ||
| 003 | DE-604 | ||
| 005 | 20200929 | ||
| 006 | a |||| 10||| | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150901s2015 |||| o||u| ||||||eng d | ||
| 020 | |a 9783319182391 |c Online |9 978-3-319-18239-1 | ||
| 024 | 7 | |a 10.1007/978-3-319-18239-1 |2 doi | |
| 035 | |a (OCoLC)920883253 | ||
| 035 | |a (DE-599)BVBBV042788252 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-91 |a DE-19 |a DE-703 |a DE-20 |a DE-739 |a DE-634 |a DE-861 |a DE-83 | ||
| 082 | 0 | |a 368.01 |2 23 | |
| 084 | |a MAT 000 |2 stub | ||
| 245 | 1 | 0 | |a Actuarial sciences and quantitative finance |b ICASQF, Bogotá, Colombia, June 2014 |c Jaime A. Londoño ..., ed. |
| 264 | 1 | |a Cham [u.a.] |b Springer |c 2015 | |
| 300 | |a 1 Online-Ressource (XI, 98 S.) |b 27 illus., 25 illus. in color | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 1 | |a Springer proceedings in mathematics & statistics |v 135 |x 2194-1009 | |
| 650 | 4 | |a Mathematics | |
| 650 | 4 | |a Finance | |
| 650 | 4 | |a Economics / Statistics | |
| 650 | 4 | |a Actuarial Sciences | |
| 650 | 4 | |a Quantitative Finance | |
| 650 | 4 | |a Statistics for Business/Economics/Mathematical Finance/Insurance | |
| 650 | 4 | |a Mathematik | |
| 650 | 4 | |a Statistik | |
| 650 | 4 | |a Wirtschaft | |
| 655 | 7 | |0 (DE-588)1071861417 |a Konferenzschrift |2 gnd-content | |
| 700 | 1 | |a Londoño, Jaime A. |e Sonstige |4 oth | |
| 711 | 2 | |a International Congress on Actuarial Science and Quantitative Finance |n 1. |d 2014 |c Bogotá |j Sonstige |0 (DE-588)1076324894 |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-3-319-18238-4 |
| 830 | 0 | |a Springer Proceedings in Mathematics & Statistics |v 135 |w (DE-604)BV041997384 |9 135 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-319-18239-1 |x Verlag |3 Volltext |
| 856 | 4 | 2 | |m Springer Fremddatenuebernahme |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028218130&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 856 | 4 | 2 | |m Springer Fremddatenuebernahme |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028218130&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |3 Abstract |
| 912 | |a ZDB-2-SMA | ||
| 940 | 1 | |q UBY_PDA_SMA | |
| 940 | 1 | |q ZDB-2-SMA_2015 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028218130 | ||
| 966 | e | |u https://doi.org/10.1007/978-3-319-18239-1 |l BTU01 |p ZDB-2-SMA |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-18239-1 |l FRO01 |p ZDB-2-SMA |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-18239-1 |l TUM01 |p ZDB-2-SMA |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-18239-1 |l UBM01 |p ZDB-2-SMA |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-18239-1 |l UBT01 |p ZDB-2-SMA |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-18239-1 |l UBW01 |p ZDB-2-SMA |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-18239-1 |l UPA01 |p ZDB-2-SMA |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804175020765741056 |
|---|---|
| adam_text | ACTUARIAL SCIENCES AND QUANTITATIVE FINANCE
/
: 2015
TABLE OF CONTENTS / INHALTSVERZEICHNIS
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
ACTUARIAL SCIENCES AND QUANTITATIVE FINANCE
/
: 2015
ABSTRACT / INHALTSTEXT
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| building | Verbundindex |
| bvnumber | BV042788252 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA |
| ctrlnum | (OCoLC)920883253 (DE-599)BVBBV042788252 |
| dewey-full | 368.01 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 368 - Insurance |
| dewey-raw | 368.01 |
| dewey-search | 368.01 |
| dewey-sort | 3368.01 |
| dewey-tens | 360 - Social problems and services; associations |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-319-18239-1 |
| format | Electronic Conference Proceeding eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03108nmm a2200625zcb4500</leader><controlfield tag="001">BV042788252</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20200929 </controlfield><controlfield tag="006">a |||| 10||| </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150901s2015 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783319182391</subfield><subfield code="c">Online</subfield><subfield code="9">978-3-319-18239-1</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-319-18239-1</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)920883253</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042788252</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-861</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">368.01</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Actuarial sciences and quantitative finance</subfield><subfield code="b">ICASQF, Bogotá, Colombia, June 2014</subfield><subfield code="c">Jaime A. Londoño ..., ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cham [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2015</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XI, 98 S.)</subfield><subfield code="b">27 illus., 25 illus. in color</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Springer proceedings in mathematics & statistics</subfield><subfield code="v">135</subfield><subfield code="x">2194-1009</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics / Statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Actuarial Sciences</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Quantitative Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics for Business/Economics/Mathematical Finance/Insurance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)1071861417</subfield><subfield code="a">Konferenzschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Londoño, Jaime A.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="711" ind1="2" ind2=" "><subfield code="a">International Congress on Actuarial Science and Quantitative Finance</subfield><subfield code="n">1.</subfield><subfield code="d">2014</subfield><subfield code="c">Bogotá</subfield><subfield code="j">Sonstige</subfield><subfield code="0">(DE-588)1076324894</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-3-319-18238-4</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Springer Proceedings in Mathematics & Statistics</subfield><subfield code="v">135</subfield><subfield code="w">(DE-604)BV041997384</subfield><subfield code="9">135</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-319-18239-1</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Springer Fremddatenuebernahme</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028218130&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Springer Fremddatenuebernahme</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028218130&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Abstract</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">UBY_PDA_SMA</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SMA_2015</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028218130</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-18239-1</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-18239-1</subfield><subfield code="l">FRO01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-18239-1</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-18239-1</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-18239-1</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-18239-1</subfield><subfield code="l">UBW01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-18239-1</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| genre | (DE-588)1071861417 Konferenzschrift gnd-content |
| genre_facet | Konferenzschrift |
| id | DE-604.BV042788252 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:09:39Z |
| institution | BVB |
| institution_GND | (DE-588)1076324894 |
| isbn | 9783319182391 |
| issn | 2194-1009 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028218130 |
| oclc_num | 920883253 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-703 DE-20 DE-739 DE-634 DE-861 DE-83 |
| owner_facet | DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-703 DE-20 DE-739 DE-634 DE-861 DE-83 |
| physical | 1 Online-Ressource (XI, 98 S.) 27 illus., 25 illus. in color |
| psigel | ZDB-2-SMA UBY_PDA_SMA ZDB-2-SMA_2015 |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Springer |
| record_format | marc |
| series | Springer Proceedings in Mathematics & Statistics |
| series2 | Springer proceedings in mathematics & statistics |
| spelling | Actuarial sciences and quantitative finance ICASQF, Bogotá, Colombia, June 2014 Jaime A. Londoño ..., ed. Cham [u.a.] Springer 2015 1 Online-Ressource (XI, 98 S.) 27 illus., 25 illus. in color txt rdacontent c rdamedia cr rdacarrier Springer proceedings in mathematics & statistics 135 2194-1009 Mathematics Finance Economics / Statistics Actuarial Sciences Quantitative Finance Statistics for Business/Economics/Mathematical Finance/Insurance Mathematik Statistik Wirtschaft (DE-588)1071861417 Konferenzschrift gnd-content Londoño, Jaime A. Sonstige oth International Congress on Actuarial Science and Quantitative Finance 1. 2014 Bogotá Sonstige (DE-588)1076324894 oth Erscheint auch als Druckausgabe 978-3-319-18238-4 Springer Proceedings in Mathematics & Statistics 135 (DE-604)BV041997384 135 https://doi.org/10.1007/978-3-319-18239-1 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028218130&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028218130&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
| spellingShingle | Actuarial sciences and quantitative finance ICASQF, Bogotá, Colombia, June 2014 Springer Proceedings in Mathematics & Statistics Mathematics Finance Economics / Statistics Actuarial Sciences Quantitative Finance Statistics for Business/Economics/Mathematical Finance/Insurance Mathematik Statistik Wirtschaft |
| subject_GND | (DE-588)1071861417 |
| title | Actuarial sciences and quantitative finance ICASQF, Bogotá, Colombia, June 2014 |
| title_auth | Actuarial sciences and quantitative finance ICASQF, Bogotá, Colombia, June 2014 |
| title_exact_search | Actuarial sciences and quantitative finance ICASQF, Bogotá, Colombia, June 2014 |
| title_full | Actuarial sciences and quantitative finance ICASQF, Bogotá, Colombia, June 2014 Jaime A. Londoño ..., ed. |
| title_fullStr | Actuarial sciences and quantitative finance ICASQF, Bogotá, Colombia, June 2014 Jaime A. Londoño ..., ed. |
| title_full_unstemmed | Actuarial sciences and quantitative finance ICASQF, Bogotá, Colombia, June 2014 Jaime A. Londoño ..., ed. |
| title_short | Actuarial sciences and quantitative finance |
| title_sort | actuarial sciences and quantitative finance icasqf bogota colombia june 2014 |
| title_sub | ICASQF, Bogotá, Colombia, June 2014 |
| topic | Mathematics Finance Economics / Statistics Actuarial Sciences Quantitative Finance Statistics for Business/Economics/Mathematical Finance/Insurance Mathematik Statistik Wirtschaft |
| topic_facet | Mathematics Finance Economics / Statistics Actuarial Sciences Quantitative Finance Statistics for Business/Economics/Mathematical Finance/Insurance Mathematik Statistik Wirtschaft Konferenzschrift |
| url | https://doi.org/10.1007/978-3-319-18239-1 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028218130&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028218130&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV041997384 |
| work_keys_str_mv | AT londonojaimea actuarialsciencesandquantitativefinanceicasqfbogotacolombiajune2014 AT internationalcongressonactuarialscienceandquantitativefinancebogota actuarialsciencesandquantitativefinanceicasqfbogotacolombiajune2014 |