About this document
Auto-Callable Structured Products Analysis by kannansi is a document available to read on EtoBox.
This document presents an algorithm to price and analyze the performance of auto-callable structured financial products using Monte Carlo simulations. The algorithm generates stochastic paths for underlying assets to model their future behavior. It then prices the products based on the simulated paths and analyzes when the products may become callable based on the paths. Numerical results show that the risks reflected in the products
- Author
- kannansi
- Language
- EN