CPD Events

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

CPD Provider

Fitch Learning

Fitch Learning

Fitch Learning

Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. With centers in London, New York, Chicago, Singapore, Dubai and Hong Kong, we are committed to questioning and understanding client needs across the globe and on the ground locally. Our people advise and build learning solutions to accelerate the achievements of the individual and the company, across the entire employee lifestyle. Our courses cover a wide range of financial topics across ten sectors: • Corporate Credit Analysis • Bank Analysis • Insurance Company Analysis • Corporate Finance • Risk Management in Financial Institutions • Structured Finance & Securitization • Non-Bank Financial Institutions • Modeling & Excel • Capital Markets & Investment • Professional Skills Fitch Learning also offers customized, in-house training to meet your specific requirements. We work with our clients to define your needs and work in partnership with you to deliver truly blended, innovative solutions. Our extensive expertise and global teams mean that we can deliver across a range of industries and subject matter.

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