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20 lines
746 B
Plaintext
20 lines
746 B
Plaintext
---
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title: Autocallable Bonds
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date: 2015-11-27
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slug: 2015/11/autocallable
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authors: [bspeice]
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tags: []
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---
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import Notebook from './_notebook.md'
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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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<!-- truncate -->
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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.
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Because these are all very similar, we decided to demonstrate all 3 products at once.
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What follows below is a notebook demonstrating the usage of [Julia](http://julialang.com) for Monte-Carlo simulation of some exotic products.
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<Notebook/> |