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Paperback ML Values Autocall Derivatives Book
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ISBN: 3384222555

ISBN13: 9783384222558

ML Values Autocall Derivatives

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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...

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Format: Paperback

Condition: New

$21.98
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