Valorisation financière des engagements actuariels

Master course, UCLouvain, Faculté des sciences (SC), 2024

Main topics

  • Financial mathematics and interest-rate modelling
  • Option pricing
  • Black–Scholes models
  • Stochastic calculus
  • Numerical methods for actuarial valuation
  • Applications to actuarial liabilities

My role

My role focused on preparing and teaching exercise sessions, guiding students through problem-solving, answering questions, and helping bridge the gap between the theoretical material covered in lectures and its practical application.