© 2015

Actuarial Sciences and Quantitative Finance

ICASQF, Bogotá, Colombia, June 2014

  • Jaime A. Londoño
  • José Garrido
  • Daniel Hernández-Hernández


  • 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

Conference proceedings

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

Table of contents

  1. Front Matter
    Pages i-xi
  2. David Bogataj, Diego Ros McDonnell, Marija Bogataj
    Pages 27-47
  3. Ana María Ferreiro, José A. García-Rodríguez, José G. López-Salas, Carlos Vázquez
    Pages 49-63
  4. Back Matter
    Pages 97-98

About these proceedings


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.


actuarial science applied probability derivative valuation quantitative finance risk theory statistics

Editors and affiliations

  • Jaime A. Londoño
    • 1
  • José Garrido
    • 2
  • Daniel Hernández-Hernández
    • 3
  1. 1.Department of Mathematics & StatisticsNational University of ColombiaManizalesColombia
  2. 2.Department of Mathematics & StatisticsConcordia UniversityMontrealCanada
  3. 3.Probability and StatisticsCenter for Research in MathematicsGuanajuatoMexico

Bibliographic information

Industry Sectors
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