Fourier-Based Methods for the Management of Complex

06 Oct 2021

About the event

This paper proposes a framework for the valuation and the management of complex life insurance contracts; whose design can be described by a portfolio of embedded options; which are activated according to one or more triggering events. These events are in general monitored discretely over the life of the policy; due to the contract terms. Similar designs can also be found in other contexts; such as counterparty credit risk for example

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Event Details

Fourier-Based Methods for the Management of Complex

06 Oct 2021

18:00 - 20:30

Online

Fitch Learning

Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. Fitch Learning is a global leader in training with experience of delivering specialised technical training at all levels to the financial community. Fitch Learning partner with clients to elevate knowledge and skills and enhance conduct. We work with 9 out of 10 of each of the largest Investment Banks, Asset Managers and Global Banks and through state-of-the-art training centres in London, New York, Hong Kong, Singapore and Dubai, and our leading distance learning portals, we train more than 20,000 delegates each year.

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