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< title > Autocallable Bonds - Bradlee Speice< / title >
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< a class = "pull-left" href = "/" > < img class = "mr20" src = "/images/logo.svg" alt = "logo" > Bradlee Speice< / a >
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< h1 class = "header-title" > Autocallable Bonds< / h1 >
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< p class = "header-date" > < a href = "/author/bradlee-speice.html" > Bradlee Speice< / a > , Fri 27 November 2015, < a href = "/category/blog.html" > Blog< / a > < / p >
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< a href = "/tag/finance.html" > finance< / a > , < a href = "/tag/monte-carlo.html" > monte carlo< / a > , < a href = "/tag/simulation.html" > simulation< / a > < / p >
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2016-02-26 14:45:26 -05:00
< p > My only non-core class this semester has been in Structure Products. We've been surveying a wide variety of products, and the final project was to pick one to report on.
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Because these are all very similar, we decided to demonstrate all 3 products at once.< / p >
< p > What follows below is a notebook demonstrating the usage of < a href = "http://julialang.com" > Julia< / a > for Monte-Carlo simulation of some exotic products.< / p >
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< p > {% notebook 2015-11-27-autocallable.ipynb language[julia] %}< / p >
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