Kniha Actuarial Sciences and Quantitative Finance Jaime A. Londo?o

Actuarial Sciences and Quantitative Finance

ICASQF, Bogotá, Colombia, June 2014

Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: 50 % šanca
Prehľadáme celý svet
99.76
Featuring contributions from industry and academia, this volume includes chapters covering a diverse...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2015
Stránok
98
EAN
9783319182384
ISBN
3319182382
Enbook ID
09260116
Hmotnosť
363
Rozmery
155 x 235 x 242

Kompletný popis

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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