國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁 到查詢結果 [ subject:"Quantitative Finance." ]

切換: 標籤 | MARC模式 | ISBD

Actuarial sciences and quantitative ...

(1998 :)

Actuarial sciences and quantitative financeICASQF, Bogota, Colombia, June 2014 /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Actuarial sciences and quantitative financeedited by Jaime A. Londono, Jose Garrido, Daniel Hernandez-Hernandez.
其他題名:	ICASQF, Bogota, Colombia, June 2014 /
其他題名:	ICASQF
其他作者:	Londono, Jaime A.
團體作者:
出版者:	Cham :Springer International Publishing :2015.
面頁冊數:	xi, 98 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer eBooks
標題:	Actuarial scienceTextbooks.
電子資源:	http://dx.doi.org/10.1007/978-3-319-18239-1
ISBN:	9783319182391$q(electronic bk.)

Actuarial sciences and quantitative financeICASQF, Bogota, Colombia, June 2014 /
Actuarial sciences and quantitative financeICASQF, Bogota, Colombia, June 2014 /[electronic resource] :ICASQFedited by Jaime A. Londono, Jose Garrido, Daniel Hernandez-Hernandez. - Cham :Springer International Publishing :2015. - xi, 98 p. :ill. (some col.), digital ;24 cm. - Springer proceedings in mathematics & statistics,v.1352194-1009 ;. - Springer proceedings in mathematics & statistics ;v.19..

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.

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 Bogota 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.

ISBN: 9783319182391$q(electronic bk.)

Standard No.: 10.1007/978-3-319-18239-1doiSubjects--Topical Terms:

544938
Actuarial science
--Textbooks.

LC Class. No.: HG8781

Dewey Class. No.: 368.01

Actuarial sciences and quantitative financeICASQF, Bogota, Colombia, June 2014 /
LDR:02394nmm a2200337 a 4500 001 475114
003 DE-He213
005 20160308140601.0
006 m d
007 cr nn 008maaau
008 160420s2015 gw s 0 eng d
020 $a 9783319182391$q(electronic bk.)
020 $a 9783319182384$q(paper)
024 7 $a 10.1007/978-3-319-18239-1 $2 doi
035 $a 978-3-319-18239-1
040 $a GP $c GP
041 0 $a eng
050 4 $a HG8781
072 7 $a KFFN $2 bicssc
072 7 $a BUS033000 $2 bisacsh
082 0 4 $a 368.01 $2 23
090 $a HG8781 $b .I61 2014
111 2 $n (3rd : $d 1998 : $c Amsterdam, Netherlands) $3 194767
245 1 0 $a Actuarial sciences and quantitative finance $h [electronic resource] : $b ICASQF, Bogota, Colombia, June 2014 / $c edited by Jaime A. Londono, Jose Garrido, Daniel Hernandez-Hernandez.
246 3 $a ICASQF
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2015.
300 $a xi, 98 p. : $b ill. (some col.), digital ; $c 24 cm.
490 1 $a Springer proceedings in mathematics & statistics, $x 2194-1009 ; $v v.135
505 0 $a 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.
520 $a 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 Bogota 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.
650 0 $a Actuarial science $v Textbooks. $3 544938
650 0 $a Insurance $x Mathematics $v Encyclopedias. $3 438245
650 1 4 $a Mathematics. $3 184409
650 2 4 $a Actuarial Sciences. $3 569133
650 2 4 $a Quantitative Finance. $3 274071
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 274062
700 1 $a Londono, Jaime A. $3 729227
700 1 $a Garrido, Jose. $3 729228
700 1 $a Hernandez-Hernandez, Daniel. $3 573101
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a Springer proceedings in mathematics & statistics ; $v v.19. $3 569116
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-18239-1
950 $a Mathematics and Statistics (Springer-11649)