xliUNR / ZazoveExercises

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

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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.

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


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