This was a project for the course "RMSC4007: Risk Management with Derivatives Concepts" from the Chinese University of Hong Kong
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The 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
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thk-cheng/Pricing-Auto-callable-Reverse-Convertible-with-Memory-Coupon
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The 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
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