Actuarial Sciences and Quantitative Finance: ICASQF, Bogotá, - download pdf or read online

By Jaime A. Londoño,José Garrido,Daniel Hernández-Hernández

that includes contributions from industry and academia, this quantity contains chapters overlaying a diverse diversity of theoretical and empirical features of actuarial technology and quantitative finance, together with portfolio administration, by-product valuation, possibility idea and the economics of insurance. Developed from the First foreign Congress on Actuarial technological know-how and Quantitative Finance, held at the Universidad Nacional de Colombia in Bogotá in June 2014, this quantity highlights diversified methods to matters coming up from industries within the Andean and Carribean areas. Contributions deal with issues comparable to opposite loan schemes and city dynamics, modeling spot fee dynamics within the electrical energy marketplace, and optimizing calibration and pricing with SABR models.

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Actuarial Sciences and Quantitative Finance: ICASQF, Bogotá, Colombia, June 2014 (Springer Proceedings in Mathematics & Statistics) by Jaime A. Londoño,José Garrido,Daniel Hernández-Hernández


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