2025 SOA ImpACT Conference: Session 1F: Advanced Indexing and Hedging Series: Complex Derivatives-11.03.25 Recording

This session is part of a three-part series on advanced indexing and hedging. This session will be a deep dive into the complex derivatives used to support more advanced indexing designs. This will be a direct companion session to advanced indexing that covers the hedge strategies discussed in that session. Examples of what this session can cover include: - Volatility controlled index hedging: auction vs hedging with one partner only - Multiplicative cliquet options - Best entry options - Rainbow options - Option pricing on actively managed funds - Considerations for how to hedge GMAB on FIA - Hedging lock features - Static vs dynamic hedging