Actuarial sciences and quantitative finance :
Actuarial sciences and quantitative finance : icasqf, bogotá, colombia, june 2014 /
edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández.
- 1st ed. 2015.
- xi, 98 páginas : 27 ilustraciones, 25 ilustraciones en color.
- Springer Proceedings in Mathematics & Statistics, 135 2194-1009 ; .
Springer eBooks
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.
9783319182391
HG8779-8793
Springer eBooks
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.
9783319182391
HG8779-8793