Actuarial sciences and quantitative finance : ICASQF, Bogotá, Colombia, June 2014 /: ICASQF, Bogotá, Colombia, June 2014. (2015)

• Record Type: Book
• Other Titles: ICASQF
• Further Information: Note: Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández, editors.
• Editors: Londoño, Jaime A; Garrido, José; Hernández Hernández, Daniel
• Other Names: International Congress on Actuarial Science and Quantitative Finance, 1st
• Contents: 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.
• Publisher Details: Cham : Springer
• Publication Date: 2015
• Extent: 1 online resource (xi, 98 pages), illustrations (some color)
• Subjects: 368/.01; Mathematics; Actuarial science -- Congresses; Insurance -- Mathematics -- Congresses; BUSINESS & ECONOMICS -- Insurance -- Risk Assessment & Management; Actuarial science; Insurance -- Mathematics; Mathematics -- Applied; Business & Economics -- Statistics; Finance & accounting; Probability & statistics; Finance; Statistics; Business & Economics -- Insurance -- General; Insurance & actuarial studies; Electronic books; Conference papers and proceedings
• Languages: English
• ISBNs: 9783319182391; 3319182390
• Related ISBNs: 9783319182384; 3319182382
• Notes: Note: Online resource; title from PDF title page (SpringerLink, viewed August 5, 2015).; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.