This was a project for the course "RMSC4007: Risk Management with Derivatives Concepts" from the Chinese University of Hong Kong
thk-cheng / pricing-auto-callable-reverse-convertible-with-memory-coupon Goto Github PK
View Code? Open in Web Editor NEWThe main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017
License: MIT License