株式会社極東書店トップ ＞ 商品一覧 ＞ Actuarial Sciences and Quantitative Finance: ICASQF, Bogota, Colombia, June 2014. Softcover reprint of the original 1st ed. 2015
商品詳細
Actuarial Sciences and Quantitative Finance: ICASQF, Bogota, Colombia, June 2014. Softcover reprint of the original 1st ed. 2015
・ISBN 978-3-319-35667-9 paper EUR 99.99
￥26,726.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
| 著者・編者 | Londono, Jaime A. / Garrido, Jose / Hernandez-Hernandez, Daniel (eds.), |
|---|---|
| シリーズ | (Springer Proceedings in Mathematics & Statistics) |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2016 |
| ページ数 | 98 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A02-84135＞ |
解説
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.