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 comprises chapters overlaying a diverse variety of theoretical and empirical features of actuarial technological know-how and quantitative finance, together with portfolio administration, by-product valuation, threat concept and the economics of insurance. Developed from the First overseas Congress on Actuarial technology and Quantitative Finance, held at the Universidad Nacional de Colombia in Bogotá in June 2014, this quantity highlights diverse methods to matters bobbing up from industries within the Andean and Carribean areas. Contributions tackle themes equivalent to opposite personal loan schemes and city dynamics, modeling spot rate dynamics within the electrical energy industry, 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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