On behalf of Paula Poza of MathWorks, the Board of the Polish Actuarial Association has the pleasure to invite its members and members of the other CEE actuarial associations to its complimentary „Open Floor” series webinar, „Portfolio Replication – Pricing and Analysis of an Insurance Contract”. 

Abstract:

In this session, you will learn about using MATLAB tools and built-in functions to quickly see the impact of different assumptions on price, returns, and risk at the product development and enterprise risk management level.

Highlights include:

• Stochastic differential equations
• Plotting and optimization routines
• Replicating portfolio methodology

About the lecturer:

Paula Poza is graduate in Mathematics from the Complutense University of Madrid and subsequently studied at the UK Institute of Actuaries. Her focus in MathWorks is helping customers in the Finance industry all over Europe and her professional career prior to MathWorks has been developed in consultancy and financial institutions in the UK and Spain.

When: 27 October 2021 (Wednesday) at 17.30 CET, Zoom meeting. 

Duration: the webinar is expected to last 60-70 minutes, including the Q&A.

Technical remarks:

• The lecture will be held as webinar, rather than a meeting, therefore the participants won’t be able to turn on their cameras / microphone and share their screens with other attendees
• Questions can be asked via the Q&A box (only answered questions will be visible to all attendees)
• The webinar is free of charge and no registration is required