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[null,"1.","Record Nr.",null,"UNISA990001129840203316"]
[null,null,"Titolo",null,"Ragion pratica"]
[null,null,"Pubbl/distr/stampa",null,"Milano : Anabasi"]
[null,null,"ISSN",null,"1720-2396"]
[null,null,"Descrizione fisica",null,"volumi ; 22 cm"]
[null,null,"Disciplina",null,"340.105"]
[null,null,"Soggetti",null,"Filosofia del diritto - Periodici"]
[null,null,"Lingua di pubblicazione",null,"Italiano"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Periodico"]
[null,null,null,"Note generali","Comincia nel 1993"]
[{"$nulls":4},"Numerazione dei fascicoli progressiva negli anni"]
[{"$nulls":4},"Da a.3, n. 5 (1995) editore: Genova : Compagnia dei librai"]
[{"$nulls":4},"L'editore varia in : Il Mulino"]
[{"$nulls":4},"Descrizione basata su: A.2, n.2 (1994)"]
[null,null,"Nota di contenuto",null,"Semestrale"]
[null,"2.","Record Nr.",null,"UNINA9910299771403321"]
[null,null,"Titolo",null,"Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014 / / edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández"]
[null,null,"Pubbl/distr/stampa",null,"Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015"]
[null,null,"ISBN",null,"3-319-18239-0"]
[{"$nulls":4},"9783319182391"]
[null,null,"Edizione",null,"[1st ed. 2015.]"]
[null,null,"Descrizione fisica",null,"1 online resource (xi, 98 pages) : illustrations (some color)"]
[null,null,"Collana",null,"Springer Proceedings in Mathematics & Statistics, , 2194-1017 ; ; 135"]
[null,null,"Disciplina",null,"368.01"]
[null,null,"Soggetti",null,"Actuarial science"]
[{"$nulls":4},"Social sciences - Mathematics"]
[{"$nulls":4},"Statistics"]
[{"$nulls":4},"Actuarial Mathematics"]
[{"$nulls":4},"Mathematics in Business, Economics and Finance"]
[{"$nulls":4},"Statistics in Business, Management, Economics, Finance, Insurance"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Nota di bibliografia","Includes bibliographical references at the end of each chapters and index."]
[null,null,"Nota di contenuto",null,"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."]
[null,null,null,"Sommario/riassunto","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 "]
[{"$nulls":4},"mortgage schemes and urban dynamics, modeling spot price dynamics in the electricity market, and optimizing calibration and pricing with SABR models."]