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