diff --git a/autocallable-bonds.html b/autocallable-bonds.html index f270a50..c37fd73 100644 --- a/autocallable-bonds.html +++ b/autocallable-bonds.html @@ -4,7 +4,7 @@ - + @@ -75,13 +75,7 @@
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. +
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. Because these are all very similar, we decided to demonstrate all 3 products at once.
What follows below is a notebook demonstrating the usage of Julia for Monte-Carlo simulation of some exotic products.
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Hello! Glad to meet you. I'm currently a student at Columbia University +
Hello! Glad to meet you. I'm currently a student at Columbia University studying Financial Engineering, and want to give an overview of the projects I'm working on!
To start things off, Columbia has been hosting a trading competition that @@ -445,6 +439,11 @@ s.t.\ \ & \vec{1} \omega = 1\\