Actuarial Sciences and Quantitative Finance: ICASQF, Bogotá, - download pdf or read online

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

ISBN-10: 3319182382

ISBN-13: 9783319182384

ISBN-10: 3319182390

ISBN-13: 9783319182391

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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Oxford University Press, New York (2002) 3. : Market makers. C. ) Encyclopedia of Finance. Springer, New York (2006) 4. : Liquidity and market structure. J. Financ. 43(3), 617–633 (1988). x 5. : Bid, ask and transaction prices in a specialist market with heterogenously informed traders. J. Financ. Econ. 14(1), 71–100 (1985). 1016/0304-405X(85)90044-3 6. : The microeconomics of market making. J. Financ. Quant. Anal. 21(04), 361–376 (1986). 2307/2330686 26 A. Kuketayev and J. 1 0 0 50 100 150 200 250 300 350 Days Fig.

J. 56(2), 47–67 (2000). 2343 9. : On the validity of value-at-risk: comparative analysis with expected shortfall. Monet. Econ. Stud. 20(1), 57–85 (2002) 10. Riskmetrics (1996) Technical Document. Morgan Guaranty Trust Company of New York 11. : Value at Risk: The New Benchmark for Managing Financial Risk. , New York (2006) 12. : Market Risk Analysis, Value at Risk Models. Wiley, Chichester (2008) 13. A. : Statistical Analysis with Missing Data. Wiley, New York (1987) 14. : A simplified model for portfolio analysis.

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.

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Actuarial Sciences and Quantitative Finance: ICASQF, Bogotá, Colombia, June 2014 by Jaime A. Londono, José Garrido, Daniel Hernández-Hernández


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