Questions

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

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