Actuarial Sciences and Quantitative Finance: ICASQF, Bogotá, Colombia, June 2014
Author:   Jaime A. Londoño ,  José Garrido ,  Daniel Hernández-Hernández
Publisher:   Springer International Publishing AG
Edition:   Softcover reprint of the original 1st ed. 2015
Volume:   135
ISBN:  

9783319356679


Pages:   98
Publication Date:   22 October 2016
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Actuarial Sciences and Quantitative Finance: ICASQF, Bogotá, Colombia, June 2014


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Author:   Jaime A. Londoño ,  José Garrido ,  Daniel Hernández-Hernández
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   Softcover reprint of the original 1st ed. 2015
Volume:   135
Weight:   2.029kg
ISBN:  

9783319356679


ISBN 10:   3319356674
Pages:   98
Publication Date:   22 October 2016
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

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.

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