Finance
Fixed Income in Python
Instructor : Pawel Dudko
Overview
Learn how to model and price bonds in Python
What you'll learn :
- How to model fixed income instruments in Python
- How to price zero coupon and fixed coupon bonds
- The concept of yield to maturity and how to calculate it for a bond
- The concept of the yield curve
- How to interpolate bond yield using the yield curve
- Newton-Rhapson method for numerical root finding and its application to YTM calculation
Requirements
- Basics of object oriented programming
- Basics of financial mathematics
- High school calculus