Sumários
Mortality and Longevity Options
10 Abril 2025, 18:30 • Jorge Bravo
1. Mortality and
Longevity Options
7.1. Plain vanilla and
exotic options; Options embedded in life insurance contracts
7.2. Longevity Floors and
Caps; Survivor Swaptions
7.3. Pricing methods
7.3.1. Analytical methods
(Black-Scholes & beyond)
7.3.2. Numerical methods
7.3.3. Monte Carlo
Simulation methods
7.4. Hedging and
Speculation strategies
Mortality and Longevity Options
7 Abril 2025, 20:30 • Jorge Bravo
1. Mortality and
Longevity Options
7.1. Plain vanilla and
exotic options; Options embedded in life insurance contracts
7.2. Longevity Floors and
Caps; Survivor Swaptions
7.3. Pricing methods
7.3.1. Analytical methods
(Black-Scholes & beyond)
7.3.2. Numerical methods
7.3.3. Monte Carlo
Simulation methods
7.4. Hedging and
Speculation strategies
Mortality and Longevity Swaps
3 Abril 2025, 18:30 • Jorge Bravo
1. Mortality and
Longevity Swaps
6.1. Index Longevity
Swaps
6.2. Indemnity Longevity
Swaps
6.3. Pricing techniques
6.4. Hedging and
Speculation strategies
Mortality and Longevity Swaps
31 Março 2025, 20:30 • Jorge Bravo
1. Mortality and
Longevity Swaps
6.1. Index Longevity
Swaps
6.2. Indemnity Longevity
Swaps
6.3. Pricing techniques
6.4. Hedging and
Speculation strategies
Mortality and Longevity Swaps
27 Março 2025, 18:30 • Jorge Bravo
1. Mortality and
Longevity Swaps
6.1. Index Longevity
Swaps
6.2. Indemnity Longevity
Swaps
6.3. Pricing techniques
6.4. Hedging and
Speculation strategies