ML Values Autocall Derivatives

by Shah

Machine learning (ML) is transforming the way we value complex financial instruments like Phoenix autocalls. These options come with a unique twist - if the underlying asset doesn't reach a certain price by a specific time (expiry), the option automatically resets, extending the expiry and offering another chance for a payout. Traditionally, valuing such options relied on complex calculations that struggled to account for market volatility and potential...

• Format: Paperback
• Language: English
• ISBN: 3384222555
• ISBN13: 9783384222558
• Release Date: May 2024
• Publisher: Tredition Gmbh
• Length: 112 Pages
• Weight: 0.39 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"