VA hedging examples in Review Section
April 11th, 2011
The last videos are up — a couple worked-out examples of VA guarantee hedging.
In one case (the “full” one), I have a spreadsheet simulation so you can see all the cash flows.
In the other case (the “simple” one), I have a problem that’s more like what could be given on the exam — along with an example of what to do in a multipart problem when you can’t do an early part.