1st International Congress on Actuarial Science and Quantitative Finance

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 f...

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Detalles Bibliográficos
Autores principales: Londoño, Jaime, Garrido, José, Hernández-Hernández, Daniel
Lenguaje:eng
Publicado: Springer 2015
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-18239-1
http://cds.cern.ch/record/2050805
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author Londoño, Jaime
Garrido, José
Hernández-Hernández, Daniel
author_facet Londoño, Jaime
Garrido, José
Hernández-Hernández, Daniel
author_sort Londoño, Jaime
collection CERN
description 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 mortgage schemes and urban dynamics, modeling spot price dynamics in the electricity market, and optimizing calibration and pricing with SABR models.
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2015
publisher Springer
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spelling cern-20508052021-04-22T06:44:56Zdoi:10.1007/978-3-319-18239-1http://cds.cern.ch/record/2050805engLondoño, JaimeGarrido, JoséHernández-Hernández, Daniel1st International Congress on Actuarial Science and Quantitative FinanceMathematical Physics and MathematicsFeaturing 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.Springeroai:cds.cern.ch:20508052015
spellingShingle Mathematical Physics and Mathematics
Londoño, Jaime
Garrido, José
Hernández-Hernández, Daniel
1st International Congress on Actuarial Science and Quantitative Finance
title 1st International Congress on Actuarial Science and Quantitative Finance
title_full 1st International Congress on Actuarial Science and Quantitative Finance
title_fullStr 1st International Congress on Actuarial Science and Quantitative Finance
title_full_unstemmed 1st International Congress on Actuarial Science and Quantitative Finance
title_short 1st International Congress on Actuarial Science and Quantitative Finance
title_sort 1st international congress on actuarial science and quantitative finance
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-319-18239-1
http://cds.cern.ch/record/2050805
work_keys_str_mv AT londonojaime 1stinternationalcongressonactuarialscienceandquantitativefinance
AT garridojose 1stinternationalcongressonactuarialscienceandquantitativefinance
AT hernandezhernandezdaniel 1stinternationalcongressonactuarialscienceandquantitativefinance

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