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

that includes contributions from industry and academia, this quantity comprises chapters masking a diverse variety of theoretical and empirical elements of actuarial technological know-how and quantitative finance, together with portfolio administration, spinoff valuation, probability conception 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 varied ways to matters coming up from industries within the Andean and Carribean areas. Contributions handle subject matters reminiscent of opposite loan schemes and city dynamics, modeling spot fee 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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