Advanced Financial Modelling

This assignment carries 25 Marks

Last date to submit the same in an Excel/Word file is 6-Nov-2021

You can submit the same by sending an email to kirankvknet@gmail.com

Perform the below tasks:

1) Write a code in R to download weekly adjusted closing stock price data of WIPRO (NSE) using
getSymbols.yahoo function (including the library calling) (5 Marks)

2) Write a sample code to compute the price of a 3 months call option if the risk free rate is 5%,
volatility is 25%, spot rate of the underlying is Rs. 189 and the strike rate is Rs. 200. Alco
calculate the option greeks (Hint: Use jrvFinance and fOptions package) (10 Marks)

3) Construct a financial model/calculator in R to compute the price, yield, duration and modified
duration of a bond, given the user enters the values manually. Make assumptions as you deem
fit and mention the assumptions in your answer (10 Marks)