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200 10$aActuarial sciences and quantitative finance $eICASQF, Bogota?, Colombia, June 2014 /$fJaime A. London?o, Jose? Garrido, Daniel Herna?ndez-Herna?ndez, editors
210  1$aCham :$cSpringer,$d[2015]
210  4$d©2015
215   $a1 online resource (xi, 98 pages) $cillustrations (some color)
225 1 $aSpringer Proceedings in Mathematics & Statistics,$x2194-1017 ;$vvolume 135
311 08$a3-319-18238-2 
311 08$a9783319182384 
320   $aIncludes bibliographical references at the end of each chapters and index.
327   $aModeling 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.
330   $aFeaturing contributions from industry and academia, this volume includes chapters covering a diverse range of theoretical and empirical aspects of actuarial science and quantitative finance, including portfolio management, derivative valuation, risk theory and the economics of insurance. Developed from the First International Congress on Actuarial Science and Quantitative Finance, held at the Universidad Nacional de Colombia in Bogotá in June 2014, this volume highlights different approaches to issues arising from industries in the Andean and Caribbean regions. Contributions address topics such as Reverse mortgage schemes and urban dynamics, modeling spot price dynamics in the electricity market, and optimizing calibration and pricing with SABR models.
410  0$aSpringer proceedings in mathematics & statistics ;$vvolume 135.$x2194-1017
517 3 $aICASQF
606   $aActuarial science$vCongresses
606   $aEconomics, Mathematical$vCongresses
606   $aInsurance$xMathematics$vCongresses
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606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010
615  0$aActuarial science
615  0$aEconomics, Mathematical
615  0$aInsurance$xMathematics
615 14$aActuarial Sciences.
615 24$aQuantitative Finance.
615 24$aStatistics for Business, Management, Economics, Finance, Insurance.
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702   $aGarrido$b José$4edt$4http://id.loc.gov/vocabulary/relators/edt
702   $aHernández-Hernández$b Daniel$4edt$4http://id.loc.gov/vocabulary/relators/edt
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