Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance
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Published By Springer International Publishing

9783319182384, 9783319182391

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Using Value-at-Risk (VaR) to Measure Market Risk of the Equity Inventory of a Market Maker

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-18239-1_2 ◽

2015 ◽

pp. 15-26

Author(s):

Argyn Kuketayev ◽

James Beatty

Keyword(s):

At Risk ◽

Value At Risk ◽

Market Risk ◽

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Reverse Mortgage Schemes Financing Urban Dynamics Using the Multiple Decrement Approach

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-18239-1_3 ◽

2015 ◽

pp. 27-47 ◽

Author(s):

David Bogataj ◽

Diego Ros McDonnell ◽

Marija Bogataj

Keyword(s):

Reverse Mortgage ◽

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Bergman, Piterbarg, and Beyond: Pricing Derivatives Under Collateralization and Differential Rates

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-18239-1_5 ◽

2015 ◽

pp. 65-95 ◽

Author(s):

Fabio Mercurio

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Speedup of Calibration and Pricing with SABR Models: From Equities to Interest Rates Derivatives

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-18239-1_4 ◽

2015 ◽

pp. 49-63

Author(s):

Ana María Ferreiro ◽

José A. García-Rodríguez ◽

José G. López-Salas ◽

Carlos Vázquez

Keyword(s):

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Modeling Electricity Spot Price Dynamics by Using Lévy-Type Cox Processes: An Application to Colombian Market

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-18239-1_1 ◽

2015 ◽

pp. 1-14

Author(s):

Viswanathan Arunachalam ◽

Rodrigo Cancino

Keyword(s):

Price Dynamics ◽

Cox Processes ◽

Electricity Spot Price

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