Forums  > Pricing & Modelling  > pricing autocallable notes  
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Total Posts: 1
Joined: Sep 2017
Posted: 2017-09-16 16:42
Does anyone know how to price the embedded down in and up out put option in autocallable notes?


Total Posts: 1540
Joined: Apr 2004
Posted: 2017-11-17 15:10
yes - I'd venture that quite a few people do.
I'd also say that it's not a trivial subject, not easy to exhaustively explain in a few lines in a forum.

"Deserve got nothing to do with it" - Clint
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