Questions
- What are the packages to be used for option, bond, and exotic options pricing?
- Which functions will you use to calculate the option price using the Black-Scholes and Cox-Ross-Rubinstein methods?
- How does the CRR price converge to the binomial price and which command would you use to calculate Greeks?
- Write a command to calculate implied volatility.
- How would you prepare a
cashflowandmaturitymatrix to the form which would be used in bond pricing function, and which function would be used for bond pricing? - What are the functions to be used for credit spread and credit default swaps?
- What are the Asian option types, barrier option types, and digital option types?
- What are the functions you would use for the options in question 7?
