| Actuarial Sciences and Quantitative Finance: Icasqf, Bogotá, Colombia, June 2014 2015 Edition Contributor(s): Londoño, Jaime A. (Editor), Garrido, José (Editor), Hernández-Hernández, Daniel (Editor) |
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ISBN: 3319182382 ISBN-13: 9783319182384 Publisher: Springer OUR PRICE: $104.49 Product Type: Hardcover - Other Formats Published: August 2015 |
| Additional Information |
| BISAC Categories: - Business & Economics | Insurance - General - Mathematics | Applied - Business & Economics | Statistics |
| Dewey: 330.015 |
| Series: Springer Proceedings in Mathematics & Statistics |
| Physical Information: 0.48" H x 6.27" W x 9.54" (0.80 lbs) 98 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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 Bogot 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. |