Webinar:
CURVES, CORRELATION, AND CALIBRATION: ADVANCED STRUCTURES AND HYBRID MODELING
On-Demand Webinar
This event is brought to you in collaboration with PRMIA
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Overview
Please view our on-demand webinar on CURVES, CORRELATION, AND CALIBRATION: ADVANCED STRUCTURES AND HYBRID MODELING, hosted by Quantitative Lead, Jan Rosenszweig and moderated by PRMIA's Director of Education, Alex Voicu.
Hybrids and structured products have become a well-established asset class among retail and institutional investors alike, and they arise naturally in liability structures and asset-liability management. As the universe and complexity of hybrid and structured products continue to grow, an effective and future-proof modeling framework is necessary to price, structure, and risk manage these products and their exposures.
Quantitative Lead Jan Rosenzweig discusses important modeling considerations for pricing and risk management of hybrids and advanced structures including: