Hansjörg Furrer

Teaching

Market-Consistent Actuarial Valuation, Spring term 2022

• Slides of the lectures of 2 & 9 May 2022
• Longstaff, F. A., and Schwartz, E. S. (2001). Valuing American Options by Simulation: A Simple Least-Squares Approach. The Review of Financial Studies, Vol. 14, No 1, 113-147 [pdf]