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Actuarial sciences and quantitative finance : ICASQF, Bogotá, Colombia, June 2014 / / Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández, editors
| Actuarial sciences and quantitative finance : ICASQF, Bogotá, Colombia, June 2014 / / Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández, editors |
| Pubbl/distr/stampa | Cham : , : Springer, , [2015] |
| Descrizione fisica | 1 online resource (xi, 98 pages) : illustrations (some color) |
| Disciplina | 368.01 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Actuarial science
Economics, Mathematical Insurance - Mathematics Actuarial Sciences Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN |
3-319-18239-0
9783319182391 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Altri titoli varianti | ICASQF |
| Record Nr. | UNINA-9910299771403321 |
| Cham : , : Springer, , [2015] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Actuaries' survival guide [[electronic resource] ] : how to succeed in one of the most desirable professions / / Fred E. Szabo
| Actuaries' survival guide [[electronic resource] ] : how to succeed in one of the most desirable professions / / Fred E. Szabo |
| Autore | Szabo Fred |
| Pubbl/distr/stampa | San Diego ; ; London, : Academic, 2004 |
| Descrizione fisica | 1 online resource (309 p.) |
| Disciplina |
368.01
368/.01/023 |
| Soggetto topico |
Insurance - Mathematics
Business mathematics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-02341-8
9786611023416 0-08-052424-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; ACTUARIAL SURVIVAL GUIDE; Copyright Page; Contents; Introduction; About this Book; Acknowledgments; Chapter 1. ACTUARIAL CAREERS; Professional Options; Benefits and Rewards; A Typical Day; Typical Projects; Mathematical Skills; Supplementary Skills; Actuaries of the Future; SOA and CAS; Actuarial Accreditation; From Associate to Fellow; Going for a Master's; Alternative Careers; Actuaries Around the World; Chapter 2. ACTUARIAL EDUCATION; The IAA Syllabus; The SOA and CAS Examinations; Ways to Pass Examinations; SOA and CAS Course 1; SOA and CAS Course 2; SOA and CAS Course 3
CAS Course 3SOA and CAS Course 4; SOA Courses 5-8; CAS Courses 5-9; Other Courses; Chapter 3. ACTUARIAL JOBS; Landing Your First Job; Moving Up the Ladder; Salaries and Benefits; Company Reputation; Consulting or Insurance; Chapter A. CONSULTING FIRMS; Chapter B. INSURANCE COMPANIES; Chapter C. RECIPROCITY; Chapter D. ACTUARIAL WEBSITES; North-American Organizations; Other National Organizations; Recruitment Agencies; Chapter E. ACTUARIAL SYMBOLS; Chapter F. BIBLIOGRAPHY; Index |
| Record Nr. | UNINA-9910458145103321 |
Szabo Fred
|
||
| San Diego ; ; London, : Academic, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Actuaries' survival guide [[electronic resource] ] : how to succeed in one of the most desirable professions / / Fred E. Szabo
| Actuaries' survival guide [[electronic resource] ] : how to succeed in one of the most desirable professions / / Fred E. Szabo |
| Autore | Szabo Fred |
| Pubbl/distr/stampa | San Diego ; ; London, : Academic, 2004 |
| Descrizione fisica | 1 online resource (309 p.) |
| Disciplina |
368.01
368/.01/023 |
| Soggetto topico |
Insurance - Mathematics
Business mathematics |
| ISBN |
1-281-02341-8
9786611023416 0-08-052424-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; ACTUARIAL SURVIVAL GUIDE; Copyright Page; Contents; Introduction; About this Book; Acknowledgments; Chapter 1. ACTUARIAL CAREERS; Professional Options; Benefits and Rewards; A Typical Day; Typical Projects; Mathematical Skills; Supplementary Skills; Actuaries of the Future; SOA and CAS; Actuarial Accreditation; From Associate to Fellow; Going for a Master's; Alternative Careers; Actuaries Around the World; Chapter 2. ACTUARIAL EDUCATION; The IAA Syllabus; The SOA and CAS Examinations; Ways to Pass Examinations; SOA and CAS Course 1; SOA and CAS Course 2; SOA and CAS Course 3
CAS Course 3SOA and CAS Course 4; SOA Courses 5-8; CAS Courses 5-9; Other Courses; Chapter 3. ACTUARIAL JOBS; Landing Your First Job; Moving Up the Ladder; Salaries and Benefits; Company Reputation; Consulting or Insurance; Chapter A. CONSULTING FIRMS; Chapter B. INSURANCE COMPANIES; Chapter C. RECIPROCITY; Chapter D. ACTUARIAL WEBSITES; North-American Organizations; Other National Organizations; Recruitment Agencies; Chapter E. ACTUARIAL SYMBOLS; Chapter F. BIBLIOGRAPHY; Index |
| Record Nr. | UNINA-9910784563703321 |
|
Szabo Fred
|
||
| San Diego ; ; London, : Academic, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Actuaries' survival guide [[electronic resource] ] : how to succeed in one of the most desirable professions / / Fred E. Szabo
| Actuaries' survival guide [[electronic resource] ] : how to succeed in one of the most desirable professions / / Fred E. Szabo |
| Autore | Szabo Fred |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | San Diego ; ; London, : Academic, 2004 |
| Descrizione fisica | 1 online resource (309 p.) |
| Disciplina |
368.01
368/.01/023 |
| Soggetto topico |
Insurance - Mathematics
Business mathematics |
| ISBN |
1-281-02341-8
9786611023416 0-08-052424-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; ACTUARIAL SURVIVAL GUIDE; Copyright Page; Contents; Introduction; About this Book; Acknowledgments; Chapter 1. ACTUARIAL CAREERS; Professional Options; Benefits and Rewards; A Typical Day; Typical Projects; Mathematical Skills; Supplementary Skills; Actuaries of the Future; SOA and CAS; Actuarial Accreditation; From Associate to Fellow; Going for a Master's; Alternative Careers; Actuaries Around the World; Chapter 2. ACTUARIAL EDUCATION; The IAA Syllabus; The SOA and CAS Examinations; Ways to Pass Examinations; SOA and CAS Course 1; SOA and CAS Course 2; SOA and CAS Course 3
CAS Course 3SOA and CAS Course 4; SOA Courses 5-8; CAS Courses 5-9; Other Courses; Chapter 3. ACTUARIAL JOBS; Landing Your First Job; Moving Up the Ladder; Salaries and Benefits; Company Reputation; Consulting or Insurance; Chapter A. CONSULTING FIRMS; Chapter B. INSURANCE COMPANIES; Chapter C. RECIPROCITY; Chapter D. ACTUARIAL WEBSITES; North-American Organizations; Other National Organizations; Recruitment Agencies; Chapter E. ACTUARIAL SYMBOLS; Chapter F. BIBLIOGRAPHY; Index |
| Record Nr. | UNINA-9910816950003321 |
|
Szabo Fred
|
||
| San Diego ; ; London, : Academic, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The actuary : the magazine of the actuarial profession
| The actuary : the magazine of the actuarial profession |
| Pubbl/distr/stampa | London, : Staple Inn Actuarial Society |
| Descrizione fisica | 1 online resource |
| Disciplina | 368/.01/05 |
| Soggetto topico | Insurance - Mathematics |
| Soggetto genere / forma | Periodicals. |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910678524003321 |
| London, : Staple Inn Actuarial Society | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced financial modelling [[electronic resource] /] / edited by Hansjörg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer
| Advanced financial modelling [[electronic resource] /] / edited by Hansjörg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer |
| Pubbl/distr/stampa | Berlin ; ; New York, : Walter de Gruyter, c2009 |
| Descrizione fisica | 1 online resource (464 p.) |
| Disciplina | 519.5 |
| Altri autori (Persone) |
AlbrecherHansjörg
RunggaldierW. J (Wolfgang J.) SchachermayerWalter |
| Collana | Radon series on computational and applied mathematics |
| Soggetto topico |
Finance - Mathematical models
Options (Finance) - Mathematical models Insurance - Mathematics Stochastic differential equations Mathematical optimization Financial engineering |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-45684-9
9786612456848 3-11-021314-1 |
| Classificazione | SK 980 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Brownian semistationary processes and volatility/intermittency -- From bounds on optimal growth towards a theory of good-deal hedging -- Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs -- Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs -- Affine diffusion processes: theory and applications -- Multilevel quasi-Monte Carlo path simulation -- Modelling default and prepayment using Lévy processes: an application to asset backed securities -- Adaptive variance reduction techniques in finance -- Regularisation of inverse problems and its application to the calibration of option price models -- Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions -- A review of some recent results on Malliavin Calculus and its applications -- The numeraire portfolio in discrete time: existence, related concepts and applications -- A worst-case approach to continuous-time portfolio optimisation -- Time consistency and information monotonicity of multiperiod acceptability functionals -- Optimal investment and hedging under partial and inside information -- Investment/consumption choice in illiquid markets with random trading times -- Optimal asset allocation in a stochastic factor model - an overview and open problems |
| Record Nr. | UNINA-9910457020303321 |
| Berlin ; ; New York, : Walter de Gruyter, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced financial modelling [[electronic resource] /] / edited by Hansjörg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer
| Advanced financial modelling [[electronic resource] /] / edited by Hansjörg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer |
| Pubbl/distr/stampa | Berlin ; ; New York, : Walter de Gruyter, c2009 |
| Descrizione fisica | 1 online resource (464 p.) |
| Disciplina | 519.5 |
| Altri autori (Persone) |
AlbrecherHansjörg
RunggaldierW. J (Wolfgang J.) SchachermayerWalter |
| Collana | Radon series on computational and applied mathematics |
| Soggetto topico |
Finance - Mathematical models
Options (Finance) - Mathematical models Insurance - Mathematics Stochastic differential equations Mathematical optimization Financial engineering |
| Soggetto non controllato |
Finance Mathematics
Insurance Mathematics Mathematical Modelling Optimization Stochastic Differential Equations |
| ISBN |
1-282-45684-9
9786612456848 3-11-021314-1 |
| Classificazione | SK 980 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Brownian semistationary processes and volatility/intermittency -- From bounds on optimal growth towards a theory of good-deal hedging -- Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs -- Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs -- Affine diffusion processes: theory and applications -- Multilevel quasi-Monte Carlo path simulation -- Modelling default and prepayment using Lévy processes: an application to asset backed securities -- Adaptive variance reduction techniques in finance -- Regularisation of inverse problems and its application to the calibration of option price models -- Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions -- A review of some recent results on Malliavin Calculus and its applications -- The numeraire portfolio in discrete time: existence, related concepts and applications -- A worst-case approach to continuous-time portfolio optimisation -- Time consistency and information monotonicity of multiperiod acceptability functionals -- Optimal investment and hedging under partial and inside information -- Investment/consumption choice in illiquid markets with random trading times -- Optimal asset allocation in a stochastic factor model - an overview and open problems |
| Record Nr. | UNINA-9910780922603321 |
| Berlin ; ; New York, : Walter de Gruyter, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced financial modelling [[electronic resource] /] / edited by Hansjörg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer
| Advanced financial modelling [[electronic resource] /] / edited by Hansjörg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer |
| Pubbl/distr/stampa | Berlin ; ; New York, : Walter de Gruyter, c2009 |
| Descrizione fisica | 1 online resource (464 p.) |
| Disciplina | 519.5 |
| Altri autori (Persone) |
AlbrecherHansjörg
RunggaldierW. J (Wolfgang J.) SchachermayerWalter |
| Collana | Radon series on computational and applied mathematics |
| Soggetto topico |
Finance - Mathematical models
Options (Finance) - Mathematical models Insurance - Mathematics Stochastic differential equations Mathematical optimization Financial engineering |
| Soggetto non controllato |
Finance Mathematics
Insurance Mathematics Mathematical Modelling Optimization Stochastic Differential Equations |
| ISBN |
1-282-45684-9
9786612456848 3-11-021314-1 |
| Classificazione | SK 980 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Brownian semistationary processes and volatility/intermittency -- From bounds on optimal growth towards a theory of good-deal hedging -- Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs -- Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs -- Affine diffusion processes: theory and applications -- Multilevel quasi-Monte Carlo path simulation -- Modelling default and prepayment using Lévy processes: an application to asset backed securities -- Adaptive variance reduction techniques in finance -- Regularisation of inverse problems and its application to the calibration of option price models -- Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions -- A review of some recent results on Malliavin Calculus and its applications -- The numeraire portfolio in discrete time: existence, related concepts and applications -- A worst-case approach to continuous-time portfolio optimisation -- Time consistency and information monotonicity of multiperiod acceptability functionals -- Optimal investment and hedging under partial and inside information -- Investment/consumption choice in illiquid markets with random trading times -- Optimal asset allocation in a stochastic factor model - an overview and open problems |
| Record Nr. | UNINA-9910825975403321 |
| Berlin ; ; New York, : Walter de Gruyter, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
ASTIN bulletin
| ASTIN bulletin |
| Pubbl/distr/stampa | London : , : Tieto Ltd. |
| Descrizione fisica | 1 online resource |
| Disciplina | 368 |
| Soggetto topico |
Insurance - Mathematics
Risk (Insurance) - Mathematics Assurance - Mathématiques Risque (Assurance) - Mathématiques Versicherungsmathematik Zeitschrift Verzekeringswezen |
| Soggetto genere / forma | Periodicals. |
| ISSN | 1783-1350 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
Actuarial Studies in Non-Life Insurance bulletin
Journal of the IAA Journal of the International Actuarial Association |
| Record Nr. | UNINA-9910130711503321 |
| London : , : Tieto Ltd. | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
ASTIN bulletin
| ASTIN bulletin |
| Pubbl/distr/stampa | London : , : Tieto Ltd. |
| Descrizione fisica | 1 online resource |
| Disciplina | 368 |
| Soggetto topico |
Insurance - Mathematics
Risk (Insurance) - Mathematics Assurance - Mathématiques Risque (Assurance) - Mathématiques Versicherungsmathematik Zeitschrift Verzekeringswezen |
| Soggetto genere / forma | Periodicals. |
| ISSN | 1783-1350 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
Actuarial Studies in Non-Life Insurance bulletin
Journal of the IAA Journal of the International Actuarial Association |
| Record Nr. | UNISA-996426348403316 |
| London : , : Tieto Ltd. | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
