Title: Autocallable Bonds
Date: 2015-11-27
Category: Blog
Tags: finance, simulation, monte carlo
Authors: Bradlee Speice
Summary: 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 2015-11-27-autocallable.ipynb language[julia] %}

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