Fixed Income in Python
- Basics of object oriented programming
- Basics of financial mathematics
- High school calculus
This course covers the concept and pricing of fixed income securities: loans, zero coupon and fixed coupon bonds. You will learn how to model them, calculate their price and yield to maturity in Python. The course also covers the yield curve and explains how to use Newton-Rhapson numerical method for root finding to calculate yield to maturity of a bond.
- Students of financial markets/financial engineering
- Python developers interested in Financial Markets
- Financial market professionals interested in Fixed Income
- Loan valuation in Python16:10
- Zero coupon bond concept07:28
- Zero coupon bond valuation10:39
- Yield curve in Python26:43
- Fixed coupon bond Newton-Rhapson method37:59
In 2012 received BSc in Mathematics from University of Warsaw.
In 2013 graduated with Distinction from Imperial College London receiving MSc degree in Risk Management and Financial Engineering.
Since graduation working in Sales and Trading at Commerzbank, London.
Specializing in probability, statistics, stochastic calculus and numerical methods.
Programming, open source and self development enthusiast.