Książka Actuarial Sciences and Quantitative Finance Jaime A. Londoño

Actuarial Sciences and Quantitative Finance

ICASQF, Bogotá, Colombia, June 2014

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 8-11 dni
425.21
Featuring contributions from industry and academia, this volume includes chapters covering a diverse...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2016
strony
98
EAN
9783319356679
Enbook ID
18311101
Waga
2029
Wymiary
155 x 235 x 7

Pełny opis

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.

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