---
title: Autocallable Bonds
date: 2015-11-27
slug: 2015/11/autocallable
authors: [bspeice]
tags: []
---

import Notebook from './_notebook.md'

For a final project, my group was tasked with understanding three exotic derivatives: The Athena, Phoenix without memory, and Phoenix with memory autocallable products.

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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](http://julialang.com) for Monte-Carlo simulation of some exotic products.

<Notebook/>