LEADER 03869nam 22006975 450 001 9910299771403321 005 20251230065441.0 010 $a3-319-18239-0 010 $a9783319182391$b(eBook) 024 7 $a10.1007/978-3-319-18239-1 035 $a(CKB)3710000000457374 035 $a(EBL)3563322 035 $a(SSID)ssj0001546494 035 $a(PQKBManifestationID)16141517 035 $a(PQKBTitleCode)TC0001546494 035 $a(PQKBWorkID)14795930 035 $a(PQKB)10152581 035 $a(DE-He213)978-3-319-18239-1 035 $a(MiAaPQ)EBC3563322 035 $a(PPN)188458956 035 $a(EXLCZ)993710000000457374 100 $a20150801d2015 u| 0 101 0 $aeng 135 $aurcnu---unuuu 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aActuarial Sciences and Quantitative Finance $eICASQF, Bogotá, Colombia, June 2014 /$fedited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández 205 $a1st ed. 2015. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2015. 215 $a1 online resource (xi, 98 pages) $cillustrations (some color) 225 1 $aSpringer Proceedings in Mathematics & Statistics,$x2194-1017 ;$v135 311 08$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 $aFeaturing contributions from industry and academia, this volume includes chapters covering a diverse range of theoretical and empirical aspects of actuarial science and quantitative finance, including portfolio management, derivative valuation, risk theory and the economics of insurance. Developed from the First International Congress on Actuarial Science and Quantitative Finance, held at the Universidad Nacional de Colombia in Bogotá in June 2014, this volume highlights different approaches to issues arising from industries in the Andean and Carribean regions. Contributions address topics such as Reverse mortgage schemes and urban dynamics, modeling spot price dynamics in the electricity market, and optimizing calibration and pricing with SABR models. 410 0$aSpringer Proceedings in Mathematics & Statistics,$x2194-1017 ;$v135 606 $aActuarial science 606 $aSocial sciences$xMathematics 606 $aStatistics 606 $aActuarial Mathematics 606 $aMathematics in Business, Economics and Finance 606 $aStatistics in Business, Management, Economics, Finance, Insurance 615 0$aActuarial science. 615 0$aSocial sciences$xMathematics. 615 0$aStatistics. 615 14$aActuarial Mathematics. 615 24$aMathematics in Business, Economics and Finance. 615 24$aStatistics in Business, Management, Economics, Finance, Insurance. 676 $a368.01 702 $aLondon?o$b Jaime A.$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aGarrido$b Jose?$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aHerna?ndez Herna?ndez$b Daniel$4edt$4http://id.loc.gov/vocabulary/relators/edt 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910299771403321 996 $aActuarial sciences and quantitative finance$91522652 997 $aUNINA