Sumários
Mortality and Longevity Forward and Future Contracts
24 Março 2025, 20:30 • Jorge Bravo
1. Mortality and Longevity Forward and Future Contracts
5.1. q-Forwards and S-Forwards
5.2. Pricing techniques
5.3. Hedging and Speculation strategies
Mortality and Longevity Forward and Future Contracts
20 Março 2025, 18:30 • Jorge Bravo
1. Mortality and
Longevity Forward and Future Contracts
5.1. q-Forwards and
S-Forwards
5.2. Pricing techniques
5.3. Hedging and
Speculation strategies
Longevity & Mortality Bonds
17 Março 2025, 20:30 • Jorge Bravo
1. Longevity &
Mortality Bonds
4.1. Basic contract
structures, coupon and principal types, single and multiple indices
4.2. Alternative
structures: Longevity Zeros, Survivor Bonds, Principal-at-risk LBs, Inverse
Longevity Bonds, Collateralized Longevity Bonds, Deferred Longevity Bonds
4.3. Valuation
4.4. q-Duration and
q-Convexity risk measures
4.5. Hedging and
Immunization strategies
Stochastic mortality modelling
13 Março 2025, 18:30 • Jorge Bravo
Stochastic mortality modelling
Stochastic mortality modelling
10 Março 2025, 20:30 • Jorge Bravo
Stochastic mortality modelling