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Actuarial Sciences and Quantitative Finance

Name: Actuarial Sciences and Quantitative Finance
Brand: Springer International Publishing AG
SKU: 18311101
Price: 102.59 EUR
Availability: InStock
Author: Jaime A. Londoño
ISBN: 9783319356679

ICASQF, Bogotá, Colombia, June 2014

Jaime A. Londoño

José Garrido

Daniel Hernández-Hernández

Language

English

Book Paperback

Libristo code: 18311101

Publishers Springer International Publishing AG, October 2016

Featuring contributions from industry and academia, this volume includes chapters covering a diverse... Full description

Libristo code: 18311101

249 b

102.59 €

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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.