Twenty Years of Autocallables Meet Agentic AI
Why Attend
See agentic AI and Numerix CrossAsset take on one of structured products’ toughest modeling challenges – live.
Presenter
Dr. Ping Sun, SVP & Head of Quantitative Research, Numerix
Over the past two decades, demand for autocallables has grown steadily, as investors have been drawn to their enhanced yields and conditional downside protection relative to other investment types.
However, these equity-linked structured notes are notoriously complex to model and manage. Their embedded barrier options and path dependency make their pricing highly model-sensitive, and correlation risk adds a further layer of complexity for multi-underlying structures.
Join Dr. Ping Sun of Numerix on September 30 at 10am EDT for an in-depth introduction to autocallables, their terms, their risks, and the modeling choices that determine their prices.
The session includes a live demo, where Dr. Sun will use agentic AI to build a real autocallable trade in real-time using the Numerix CrossAsset SDK and then price it instantly.
Featured Speakers
Ping Sun, PhD
Ping Sun, PhD is Senior Vice President and Head of Quantitative Research at Numerix, responsible for overseeing the company’s quantitative research globally. Previously, he led the Financial Engineering team for the Americas and acted as the product manager for the Numerix CrossAsset analytics platform.
During his career at Numerix, Dr. Sun’s work has appeared in number of publications and academic journals, and he has been showcased as a lecturer at a range of academic events and industry conferences. Dr. Sun served as a consultant to Lehman Brothers as an FX / Equity Desk Quant, and his extensive experience encompasses pricing exotic derivatives across various asset classes, as well as crafting sophisticated algorithms for generating and cleansing volatility surfaces in equity and foreign exchange markets.
He earned a Doctorate Degree in Physics from City College of New York, and an Undergraduate Degree in Physics from Fudan University in Shanghai, China.
Greg Murray
Greg Murray is responsible for increasing awareness of the Numerix brand in financial markets around the globe and contributing to Numerix’s strategic growth initiatives. Previously, he oversaw product and field marketing initiatives at the company, and he started his tenure in a sales role. Prior to Numerix, Mr. Murray worked in derivative analytics sales roles at other software firms, and he held derivative trading positions for seven years as an option market-maker and proprietary trader across a variety of asset classes.
