Duration : 2 Hours

Students : 3,722

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Finance

Fixed Income in Python

Instructor : Pawel Dudko

3.6

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

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