Universiteit Utrecht

Department of Mathematics


Abstract


Using Options for Guarantee Products
Geerten de Kruijf (student UU), December 4, 2002

In my presentation I will give a survey of my thesis written during my internship at AXA Verzekeringen (Insurance company). AXA asked me to investigate how option pricing theorie could be used for both existing and new products. The following questions were the subject of my research:

These questions will be discussed after a general introduction on options and the mathematical subjects we need for this.

The presentation will be held in Dutch. As a compensation the screen information will be in English.


Back to the history of the seminar or the Colloquium Stochastiek homepage.
Martijn Pistorius (pistorius@math.uu.nl)