From 8aaecc8a7592d16bcfea370aa368c6cf6569d5c0 Mon Sep 17 00:00:00 2001
From: Bradlee Speice 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.
@@ -3856,6 +3850,11 @@ Present value of Phoenix with memory note: $100.09
+
+
+
+
+
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\\