Actuarial Sciences and Quantitative Finance : ICASQF, Bogota, Colombia, June 2014
Softcover reprint of the original 1st ed. 2015
Book Details
Format
Paperback / Softback
Book Series
Springer Proceedings in Mathematics & Statistics
ISBN-10
3319356674
ISBN-13
9783319356679
Edition
Softcover reprint of the original 1st ed. 2015
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Oct 22nd, 2016
Print length
98 Pages
Ksh 16,200.00
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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.
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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