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 Bogota 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.
- ISBN13 9783319356679
- Publish Date 22 October 2016 (first published 13 August 2015)
- Publish Status Active
- Publish Country CH
- Imprint Springer International Publishing AG
- Edition Softcover reprint of the original 1st ed. 2015
- Format Paperback
- Pages 98
- Language English