By Jaime A. Londono, José Garrido, Daniel Hernández-Hernández
Featuring contributions from and academia, this quantity comprises chapters overlaying a various diversity of theoretical and empirical elements of actuarial technology and quantitative finance, together with portfolio administration, by-product valuation, possibility thought and the economics of coverage. constructed from the 1st overseas Congress on Actuarial technological know-how and Quantitative Finance, held on the Universidad Nacional de Colombia in Bogotá in June 2014, this quantity highlights diversified techniques to concerns bobbing up from industries within the Andean and Carribean areas. Contributions tackle subject matters similar to opposite loan schemes and concrete dynamics, modeling spot cost dynamics within the electrical energy industry, and optimizing calibration and pricing with SABR models.
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Extra info for Actuarial Sciences and Quantitative Finance: ICASQF, Bogotá, Colombia, June 2014
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R. es M. A. Londoño et al. 1007/978-3-319-18239-1_3 27 28 D. Bogataj et al. different paths of a graph are presented demonstrating the advantages of the flexible reverse mortgage. We show that not only the transaction costs are lower but also that the set of possible choices is larger. According to population aging in Europe, where in 2060 one-third of the population will be more than 64 years old, it is important also for the local authorities and spatial planners to study elderly people’s housing needs in order to design a housing system suitable also for them, and therefore to adopt the housing stock to the desired housing consumption.
Actuarial Sciences and Quantitative Finance: ICASQF, Bogotá, Colombia, June 2014 by Jaime A. Londono, José Garrido, Daniel Hernández-Hernández