Creation of risk-neutral economic scenarios

15. 9. 2021 Žaneta Dufková

We have just expanded our portfolio of services to creating risk-neutral economic scenarios. Economic Scenarios As a Service (ESAS) is a service providing risk-neutral economic scenarios for the valuation of embedded options, guarantees, and other financial derivatives. The underlying model satisfies recommendations published by the Society of Actuaries Economic Scenario Generators A Practical Guide.


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