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  • Conference proceedings
  • © 2015

Actuarial Sciences and Quantitative Finance

ICASQF, Bogotá, Colombia, June 2014

  • Showcases recent research on topics in actuarial science and quantitative finance
  • Spotlights research originating in and focusing on the Andean and Caribbean regions
  • Covers a wide variety of subtopics, including statistical techniques in finance, derivative valuation, risk theory and the economics of insurance

Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 135)

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Table of contents (5 papers)

  1. Front Matter

    Pages i-xi
  2. Reverse Mortgage Schemes Financing Urban Dynamics Using the Multiple Decrement Approach

    • David Bogataj, Diego Ros McDonnell, Marija Bogataj
    Pages 27-47
  3. Speedup of Calibration and Pricing with SABR Models: From Equities to Interest Rates Derivatives

    • Ana María Ferreiro, José A. García-Rodríguez, José G. López-Salas, Carlos Vázquez
    Pages 49-63
  4. Back Matter

    Pages 97-98

About this book

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 Bogotá 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.

Editors and Affiliations

  • Department of Mathematics & Statistics, National University of Colombia, Manizales, Colombia

    Jaime A. Londoño

  • Department of Mathematics & Statistics, Concordia University, Montreal, Canada

    José Garrido

  • Probability and Statistics, Center for Research in Mathematics, Guanajuato, Mexico

    Daniel Hernández-Hernández

Bibliographic Information

Buy it now

Buying options

eBook USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access