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  • Multifactor spread models for cat bonds in the primary and secondary market 

    Gómez Cardona, Laura; Magíster en Matemáticas Aplicadas; (Universidad EAFIT; Maestría en Matemáticas Aplicadas; Escuela de Ciencias. Departamento de Ciencias Básicas, 2014)
    As a result of the reinsurance industry seeking for additional capital capacity in the financial markets, a new class of financial instruments for trading insurance related assets has emerged -- This class is known as ...