Actuarial sciences and quantitative finance: ICASQF, Bogotá, Colombia, June 2014
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| Format: | Electronic Conference Proceeding eBook |
|---|---|
| Language: | English |
| Published: |
Cham [u.a.]
Springer
2015
|
| Series: | Springer Proceedings in Mathematics & Statistics
135 |
| Subjects: | |
| Online Access: | BTU01 FRO01 TUM01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract |
| Physical Description: | 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 |
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Record in the Search Index
| _version_ | 1804175020765741056 |
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| 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 |
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| bvnumber | BV042788252 |
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| 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 |
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| indexdate | 2024-07-10T07:09:39Z |
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| isbn | 9783319182391 |
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| physical | 1 Online-Ressource (XI, 98 S.) 27 illus., 25 illus. in color |
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| 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 |
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| volume_link | (DE-604)BV041997384 |
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