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• Anotace
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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Probability & statistics

• Plný název: Actuarial Sciences and Quantitative Finance
• Podnázev: ICASQF, Bogotá, Colombia, June 2014
• Autor: Jaime A. Londo?o, José Garrido, Daniel Hernández-Hernández
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 98
• EAN: 9783319182384
• ISBN: 3319182382
• ID: 09260116
• Nakladatelství: Springer International Publishing AG
• Hmotnost: 363 g
• Rozměry: 235 × 155 × 242 mm
• Datum vydání: 05. August 2015

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