|
|
 |
 |
Personal Information - David F. Schrager |
|
Name: |
Schrager, Drs. David F. |
Position: |
Ph. D student |
Office: |
E6.10 |
E-mail: |
|
Telephone: |
|
|
|
Degrees | MSc (2001) in Actuarial Sciences, University of Amsterdam.
MSc (2001) in Econometrics, University of Amsterdam (cum laude).
|
Research interests | Mortality Derivatives and Mortality Risk, Stochastic Volatility in Interest Rates, Asset Liability Management, Convexity Correction, Hybrid Derivatives
|
Other activities | I work as an Insurance Risk Officer at Corporate Insurance Risk Management of ING.
|
Courses | Course information is available on BlackBoard ( http://blackboard.ic.uva.nl).
If you are a student and have any questions regarding these courses or if you are interested in writing your Master Thesis on ALM, Derivatives (or a related subject) do not hesitate to contact me.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|