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Amsterdam Business School - Amsterdam Executive Programme Actuarial Science (AEMAS) : Financial Mathematics for Insurance
Deze training wordt verzorgd door Amsterdam Business School - Amsterdam Executive Programme Actuarial Science (AEMAS)


Goals of this course include gaining knowledge and understanding of:

  • Pricing by replication;
  • equity options;
  • interest rate options;
  • hedging of embedded options;
  • insurance contracts and incomplete markets;
  • general market consistent pricing framework.

At the end of the course you should:

  • Understand the theoretical background of dynamic models needed for
    market consistent valuation;
  • be able to apply the basic techniques to insurance products and retirement
  • know which crucial assumptions underlie the theory, and realize when these
    assumptions are problematic in practical problems.


In this course students learn the basic principles of asset pricing and risk mitigation on a market consistent basis. The underlying principle for this course is the notion that the market consistent value of an insurance or pension contract is based on the market value of the best possible replicating portfolio plus a possible add-on for the remaining (unhedgeable) residual risk. The course therefore provides an introduction to mathematical techniques which can be used in complete markets, such as those for equity and interest derivatives but also considers incomplete markets.


Every week (during six weeks) one three-hour lecture and one three-hour tutorial.

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