Skip to content

Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.

Notifications You must be signed in to change notification settings

xliUNR/ZazoveExercises

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

33 Commits
 
 
 
 
 
 

Repository files navigation

ZazoveExercises

  • Exercise 1 is a program that calculates the present value of a bullet bond using a discounted cash flow model. Refer to ex1_README.md for more details about inputs.
    • This exercise showcases unit testing using the unittest package, error handling, linear spline interpolation using scipy.interpolate, and organizing functions into a module.
  • Exercise 2 is a program that calculates the present value of a European style option using the binomial model. Refer to ex2_README.md for more details about inputs.
    • This exercise showcases unit testing, error handling, Object Oriented Programming, and inheritance.

About

Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages