Valuation of catastrophic derivatives

On May 24, 2018, a meeting was held at which the concept of catastrophic derivatives was presented. This concept helps insurers and reinsurers protect themselves against large and unpredictable claims. …

LIBOR market model

On March 22, 2018, a meeting was held at which the LIBOR market model – LMM was presented. This model is used to value interest rate of derivatives. Unlike short …

K-Hartman-Watson distribution

We invite you to the meeting, which will take place on March 15 at 18:30 in room 5050. At the meeting dr Maciej Wiśniewolski will present the K-Hartman-Watson distribution.